+154.4%
TRV vs NI
+97.0%
+57.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -1.8% | -1.4% | -0.4% | -1.3% |
| 3M | +21.6% | -10.6% | +32.2% | +26.5% |
| 6M | +22.5% | -9.9% | +32.4% | +26.9% |
| YTD | +28.1% | +1.2% | +27.0% | +27.1% |
| 1Y | +37.0% | +4.4% | +32.6% | +34.2% |
| 3Y | +141.9% | +68.6% | +73.3% | +100.6% |
| All | +154.4% | +97.0% | +57.4% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling