+6,477.2%
TRV vs ECL
+13,009.7%
-6,532.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -0.1% | -2.6% | +2.5% | +1.0% |
| 30D | -3.4% | -2.2% | -1.3% | -2.5% |
| 3M | +26.4% | +10.1% | +16.3% | +20.9% |
| 6M | +19.3% | -5.7% | +25.0% | +21.8% |
| YTD | +28.3% | +7.0% | +21.4% | +23.8% |
| 1Y | +34.3% | +2.7% | +31.6% | +31.7% |
| 3Y | +140.1% | +57.7% | +82.4% | +92.3% |
| 5Y | +155.7% | +31.1% | +124.6% | +115.7% |
| 10Y | +285.5% | +150.9% | +134.7% | +139.9% |
| All | +6,477.2% | +13,009.7% | -6,532.5% | +1,334.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling