+6,432.7%
TRV vs NI
+5,127.8%
+1,304.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.6% |
| 7D | +0.2% | +1.3% | -1.1% | -0.4% |
| 30D | -2.3% | -0.3% | -2.1% | -2.2% |
| 3M | +22.7% | -9.5% | +32.1% | +28.0% |
| 6M | +21.9% | -10.2% | +32.2% | +27.6% |
| YTD | +27.5% | +1.8% | +25.7% | +25.9% |
| 1Y | +36.2% | +5.7% | +30.6% | +32.1% |
| 3Y | +140.6% | +69.6% | +71.0% | +86.6% |
| 5Y | +154.5% | +95.8% | +58.7% | +82.4% |
| 10Y | +295.4% | +145.1% | +150.3% | +150.9% |
| All | +6,432.7% | +5,127.8% | +1,304.9% | +1,098.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling