+140.0%
TRV vs EFX
-12.7%
+152.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -1.5% | -11.1% | +9.7% | +0.2% |
| 30D | -1.8% | -7.4% | +5.6% | -0.8% |
| 3M | +21.6% | +1.5% | +20.1% | +21.0% |
| 6M | +22.5% | -13.7% | +36.2% | +24.4% |
| YTD | +28.1% | -21.9% | +50.0% | +31.6% |
| 1Y | +37.0% | -30.8% | +67.8% | +43.1% |
| All | +140.0% | -12.7% | +152.7% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling