+7,061.3%
TRV vs IP
+338.5%
+6,722.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.8% |
| 7D | +1.4% | 0.0% | +1.3% | +1.3% |
| 30D | +8.7% | +9.4% | -0.7% | +5.6% |
| 3M | +7.1% | -14.1% | +21.1% | +11.6% |
| 6M | +35.5% | +9.2% | +26.3% | +29.9% |
| YTD | +39.7% | -7.5% | +47.3% | +38.9% |
| 1Y | +44.1% | -2.8% | +46.9% | +40.7% |
| 3Y | +148.1% | +21.2% | +126.9% | +114.7% |
| 5Y | +178.6% | -11.5% | +190.0% | +162.8% |
| 10Y | +352.5% | +23.7% | +328.9% | +270.3% |
| All | +7,061.3% | +338.5% | +6,722.8% | +3,242.4% |
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