+309.3%
TRV vs IR
+332.9%
-23.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.0% | +2.5% | -0.5% | +1.3% |
| 30D | +6.7% | +9.2% | -2.4% | +3.8% |
| 3M | +9.4% | +0.9% | +8.4% | +8.6% |
| 6M | +37.7% | +19.2% | +18.5% | +29.5% |
| YTD | +40.6% | +7.5% | +33.1% | +35.1% |
| 1Y | +42.4% | +11.7% | +30.7% | +35.0% |
| 3Y | +148.1% | +23.9% | +124.2% | +121.8% |
| 5Y | +181.7% | +46.4% | +135.3% | +133.3% |
| All | +309.3% | +332.9% | -23.6% | +154.3% |
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