+280.8%
TRV vs IR
+271.1%
+9.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +1.9% | -4.5% | +6.4% | +3.3% |
| 30D | +1.7% | -13.9% | +15.6% | +6.2% |
| 3M | +23.9% | -0.3% | +24.2% | +23.4% |
| 6M | +26.3% | -14.3% | +40.6% | +30.9% |
| YTD | +30.8% | -7.9% | +38.7% | +31.9% |
| 1Y | +36.3% | -9.9% | +46.2% | +38.1% |
| 3Y | +145.0% | +6.5% | +138.5% | +129.1% |
| 5Y | +163.9% | +34.0% | +129.8% | +124.0% |
| All | +280.8% | +271.1% | +9.7% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling