+154.5%
TRV vs ECL
+25.4%
+129.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | +0.2% | -2.7% | +2.9% | +1.0% |
| 30D | -2.3% | -4.3% | +2.0% | -1.1% |
| 3M | +22.7% | +3.2% | +19.5% | +21.4% |
| 6M | +21.9% | -2.9% | +24.8% | +22.7% |
| YTD | +27.5% | +4.3% | +23.2% | +25.5% |
| 1Y | +36.2% | +1.6% | +34.6% | +35.1% |
| 3Y | +140.6% | +54.3% | +86.3% | +112.2% |
| 5Y | +154.5% | +26.5% | +128.0% | +136.5% |
| All | +154.5% | +25.4% | +129.1% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling