+37.8%
TRV vs IRE
-84.0%
+121.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.1% | +0.1% |
| 7D | +0.2% | +29.0% | -28.9% | +1.0% |
| 30D | -2.3% | +24.2% | -26.6% | -1.3% |
| 3M | +22.7% | -53.2% | +75.9% | +22.9% |
| 6M | +21.9% | -36.0% | +58.0% | +24.3% |
| YTD | +27.5% | -51.0% | +78.5% | +29.9% |
| All | +37.8% | -84.0% | +121.8% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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