+37.4%
TRV vs IRE
-82.8%
+120.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.2% | -11.2% | -0.7% |
| 7D | +0.5% | +58.9% | -58.4% | +1.9% |
| 30D | -4.9% | +17.2% | -22.0% | -4.0% |
| 3M | +23.7% | -58.6% | +82.4% | +23.8% |
| 6M | +20.3% | -23.5% | +43.8% | +23.2% |
| YTD | +27.1% | -47.4% | +74.5% | +29.7% |
| All | +37.4% | -82.8% | +120.2% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling