+302.0%
TRV vs EFV
+169.9%
+132.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.3% |
| 7D | +1.9% | -0.8% | +2.7% | +2.6% |
| 30D | +1.7% | +0.6% | +1.1% | +1.2% |
| 3M | +23.9% | +7.5% | +16.4% | +16.9% |
| 6M | +26.3% | +13.0% | +13.2% | +14.0% |
| YTD | +30.8% | +18.3% | +12.5% | +13.5% |
| 1Y | +36.3% | +26.7% | +9.6% | +11.7% |
| 3Y | +145.0% | +89.6% | +55.4% | +42.4% |
| 5Y | +163.9% | +98.2% | +65.7% | +45.7% |
| All | +302.0% | +169.9% | +132.1% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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