+41.8%
TRV vs IP
-4.7%
+46.5%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -2.4% | -2.8% | +0.4% | -2.2% |
| 30D | +7.5% | +9.2% | -1.7% | +6.9% |
| 3M | +6.7% | -16.1% | +22.9% | +7.8% |
| 6M | +35.5% | +9.6% | +25.9% | +34.9% |
| YTD | +39.3% | -8.8% | +48.0% | +39.4% |
| 1Y | +41.8% | -5.5% | +47.3% | +41.5% |
| All | +41.8% | -4.7% | +46.5% | +41.5% |
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