+283.9%
TRV vs IP
+23.4%
+260.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.0% |
| 7D | -0.1% | -5.3% | +5.1% | +1.5% |
| 30D | -3.4% | -10.9% | +7.4% | -0.2% |
| 3M | +26.4% | +11.2% | +15.2% | +21.1% |
| 6M | +19.3% | -10.2% | +29.5% | +21.3% |
| YTD | +28.3% | -2.0% | +30.3% | +25.8% |
| 1Y | +34.3% | -19.1% | +53.4% | +39.5% |
| 3Y | +140.1% | +20.9% | +119.3% | +100.6% |
| 5Y | +155.7% | -17.8% | +173.5% | +149.0% |
| All | +283.9% | +23.4% | +260.5% | +175.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling