+302.0%
TRV vs NI
+143.3%
+158.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +1.7% | -1.4% | +3.1% | +2.3% |
| 3M | +23.9% | -10.6% | +34.5% | +30.3% |
| 6M | +26.3% | -9.3% | +35.6% | +31.8% |
| YTD | +30.8% | +1.1% | +29.7% | +29.4% |
| 1Y | +36.3% | +3.4% | +32.9% | +33.2% |
| 3Y | +145.0% | +67.9% | +77.1% | +87.2% |
| 5Y | +163.9% | +98.0% | +65.9% | +81.4% |
| All | +302.0% | +143.3% | +158.8% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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