+293.8%
TRV vs IT
+92.9%
+200.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -1.5% | -12.7% | +11.2% | +1.8% |
| 30D | -1.8% | -8.9% | +7.1% | +0.2% |
| 3M | +21.6% | +10.1% | +11.4% | +16.7% |
| 6M | +22.5% | +7.3% | +15.2% | +17.3% |
| YTD | +28.1% | -32.4% | +60.5% | +38.4% |
| 1Y | +37.0% | -26.6% | +63.7% | +43.4% |
| 3Y | +141.9% | -51.8% | +193.7% | +178.7% |
| 5Y | +158.5% | -45.6% | +204.1% | +175.1% |
| All | +293.8% | +92.9% | +200.9% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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