+293.8%
TRV vs IRM
+430.1%
-136.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.1% |
| 7D | -1.5% | -1.8% | +0.3% | -1.0% |
| 30D | -1.8% | -7.8% | +5.9% | +0.3% |
| 3M | +21.6% | -7.9% | +29.4% | +23.9% |
| 6M | +22.5% | +6.3% | +16.1% | +19.0% |
| YTD | +28.1% | +38.2% | -10.0% | +14.6% |
| 1Y | +37.0% | +19.8% | +17.2% | +27.2% |
| 3Y | +141.9% | +98.8% | +43.1% | +83.5% |
| 5Y | +158.5% | +191.8% | -33.3% | +66.0% |
| All | +293.8% | +430.1% | -136.3% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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