+157.9%
TRV vs IP
-17.2%
+175.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.7% |
| 7D | -0.1% | -5.3% | +5.1% | +0.6% |
| 30D | -3.4% | -10.9% | +7.4% | -1.9% |
| 3M | +26.4% | +11.2% | +15.2% | +24.0% |
| 6M | +19.3% | -10.2% | +29.5% | +20.6% |
| YTD | +28.3% | -2.0% | +30.3% | +27.4% |
| 1Y | +34.3% | -19.1% | +53.4% | +37.5% |
| 3Y | +140.1% | +20.9% | +119.3% | +116.4% |
| All | +157.9% | -17.2% | +175.1% | +158.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling