+180.5%
TRV vs IP
-13.5%
+194.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | +6.7% | +7.9% | -1.2% | +5.5% |
| 3M | +9.4% | -15.3% | +24.7% | +11.8% |
| 6M | +37.7% | +10.5% | +27.2% | +34.9% |
| YTD | +40.6% | -9.4% | +50.0% | +41.0% |
| 1Y | +42.4% | -4.6% | +47.1% | +41.4% |
| 3Y | +148.1% | +21.2% | +126.9% | +120.4% |
| All | +180.5% | -13.5% | +194.1% | +185.9% |
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