+52.0%
TRV vs IRE
-98.1%
+150.1%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.4% | +14.4% | -0.4% |
| 7D | +2.0% | -31.8% | +33.9% | +1.0% |
| 30D | +6.7% | -71.8% | +78.5% | +3.8% |
| 3M | +9.4% | -88.9% | +98.3% | +4.1% |
| 6M | +37.7% | -95.4% | +133.1% | +31.1% |
| YTD | +40.6% | -94.2% | +134.8% | +36.1% |
| 1Y | +42.4% | -97.1% | +139.5% | +37.5% |
| All | +52.0% | -98.1% | +150.1% | +46.4% |
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