+180.5%
TRV vs IRM
+187.5%
-6.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +2.0% | +6.8% | -4.8% | +0.9% |
| 30D | +6.7% | +2.6% | +4.1% | +6.1% |
| 3M | +9.4% | -9.5% | +18.8% | +10.9% |
| 6M | +37.7% | -8.5% | +46.2% | +39.0% |
| YTD | +40.6% | +40.3% | +0.3% | +30.2% |
| 1Y | +42.4% | +28.7% | +13.8% | +34.1% |
| 3Y | +148.1% | +111.8% | +36.3% | +102.4% |
| All | +180.5% | +187.5% | -6.9% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling