+42.4%
TRV vs IP
-5.8%
+48.3%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +2.0% | -0.3% | +2.3% | +2.0% |
| 30D | +6.7% | +7.9% | -1.2% | +6.2% |
| 3M | +9.4% | -15.3% | +24.7% | +10.4% |
| 6M | +37.7% | +10.5% | +27.2% | +37.1% |
| YTD | +40.6% | -9.4% | +50.0% | +40.7% |
| 1Y | +42.4% | -4.6% | +47.1% | +42.1% |
| All | +42.4% | -5.8% | +48.3% | +42.1% |
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