+139.8%
TRV vs IR
+8.4%
+131.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | +0.5% | +0.6% | -0.2% | +0.4% |
| 30D | -4.9% | -13.6% | +8.8% | -2.2% |
| 3M | +23.7% | +3.7% | +20.1% | +22.2% |
| 6M | +20.3% | -13.1% | +33.4% | +23.0% |
| YTD | +27.1% | -5.1% | +32.2% | +26.7% |
| 1Y | +35.3% | -6.5% | +41.8% | +35.2% |
| 3Y | +139.8% | +8.5% | +131.3% | +127.9% |
| All | +139.8% | +8.4% | +131.5% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling