+293.8%
TRV vs ECL
+155.8%
+138.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -1.5% | -2.6% | +1.2% | -0.3% |
| 30D | -1.8% | -4.6% | +2.8% | +0.2% |
| 3M | +21.6% | +6.0% | +15.6% | +18.2% |
| 6M | +22.5% | -3.0% | +25.4% | +23.5% |
| YTD | +28.1% | +4.0% | +24.1% | +25.1% |
| 1Y | +37.0% | +2.0% | +35.0% | +34.7% |
| 3Y | +141.9% | +53.9% | +88.0% | +93.9% |
| 5Y | +158.5% | +27.1% | +131.4% | +123.6% |
| All | +293.8% | +155.8% | +138.1% | +149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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