+147.8%
GE vs TRV
+298.6%
-150.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | -2.8% | -1.5% | -1.3% | -2.0% |
| 30D | -11.9% | -1.8% | -10.1% | -11.0% |
| 3M | +1.8% | +21.6% | -19.7% | -9.9% |
| 6M | -0.6% | +22.5% | -23.1% | -12.7% |
| YTD | +5.5% | +28.1% | -22.6% | -10.1% |
| 1Y | +15.0% | +37.0% | -22.1% | -6.3% |
| 3Y | +269.5% | +141.9% | +127.6% | +102.3% |
| 5Y | +422.4% | +158.5% | +263.9% | +165.8% |
| All | +147.8% | +298.6% | -150.8% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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