+3,692.5%
TRV vs IT
+6,105.9%
-2,413.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.5% |
| 7D | -0.1% | -6.0% | +5.9% | +0.9% |
| 30D | -3.4% | 0.0% | -3.4% | -3.6% |
| 3M | +26.4% | +13.1% | +13.3% | +22.4% |
| 6M | +19.3% | +11.7% | +7.6% | +15.1% |
| YTD | +28.3% | -26.1% | +54.4% | +32.4% |
| 1Y | +34.3% | -21.3% | +55.5% | +36.3% |
| 3Y | +140.1% | -46.7% | +186.9% | +157.6% |
| 5Y | +155.7% | -40.5% | +196.2% | +164.9% |
| 10Y | +285.5% | +103.9% | +181.7% | +215.5% |
| All | +3,692.5% | +6,105.9% | -2,413.4% | +2,074.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling