+7,105.0%
TRV vs ED
+2,513.4%
+4,591.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | +2.0% | +2.1% | 0.0% | +1.0% |
| 30D | +6.7% | +10.4% | -3.7% | +1.8% |
| 3M | +9.4% | +12.5% | -3.2% | +3.3% |
| 6M | +37.7% | +14.9% | +22.8% | +28.8% |
| YTD | +40.6% | +24.8% | +15.8% | +26.1% |
| 1Y | +42.4% | +23.8% | +18.6% | +28.1% |
| 3Y | +148.1% | +51.6% | +96.5% | +100.1% |
| 5Y | +181.7% | +86.4% | +95.3% | +102.3% |
| 10Y | +352.6% | +145.4% | +207.1% | +175.4% |
| All | +7,105.0% | +2,513.4% | +4,591.7% | +1,502.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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