+49.9%
TRV vs IP
+2.3%
+47.6%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.4% |
| 7D | +3.9% | +3.4% | +0.5% | +3.6% |
| 30D | +13.5% | +11.2% | +2.2% | +12.6% |
| 3M | +8.9% | -14.8% | +23.7% | +10.0% |
| 6M | +36.8% | +17.3% | +19.5% | +35.5% |
| YTD | +42.7% | -6.2% | +48.9% | +42.4% |
| 1Y | +49.9% | +2.3% | +47.5% | +48.1% |
| All | +49.9% | +2.3% | +47.6% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling