+6,961.6%
TRV vs IP
+331.0%
+6,630.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.2% |
| 7D | -0.3% | -5.1% | +4.8% | +1.3% |
| 30D | +9.6% | +8.5% | +1.1% | +6.7% |
| 3M | +2.7% | -13.8% | +16.6% | +7.0% |
| 6M | +32.0% | +5.7% | +26.3% | +27.8% |
| YTD | +37.8% | -9.1% | +46.9% | +37.8% |
| 1Y | +45.2% | -0.8% | +46.1% | +40.9% |
| 3Y | +145.3% | +14.8% | +130.5% | +116.0% |
| 5Y | +172.3% | -11.5% | +183.8% | +156.9% |
| 10Y | +367.3% | +27.9% | +339.4% | +278.5% |
| All | +6,961.6% | +331.0% | +6,630.6% | +3,214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling