+1,259.8%
TRV vs EFV
+253.2%
+1,006.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.0% |
| 7D | +0.2% | -0.5% | +0.7% | +0.6% |
| 30D | -2.3% | 0.0% | -2.3% | -2.4% |
| 3M | +22.7% | +8.4% | +14.3% | +15.3% |
| 6M | +21.9% | +12.3% | +9.6% | +11.1% |
| YTD | +27.5% | +17.4% | +10.1% | +12.1% |
| 1Y | +36.2% | +27.1% | +9.1% | +12.7% |
| 3Y | +140.6% | +90.7% | +49.9% | +45.3% |
| 5Y | +154.5% | +95.6% | +58.9% | +48.8% |
| 10Y | +295.4% | +165.3% | +130.1% | +84.3% |
| All | +1,259.8% | +253.2% | +1,006.6% | +409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling