+6,411.5%
TRV vs EFX
+6,208.7%
+202.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.1% |
| 7D | +0.5% | -7.8% | +8.3% | +2.8% |
| 30D | -4.9% | -5.7% | +0.9% | -3.4% |
| 3M | +23.7% | +2.5% | +21.2% | +22.0% |
| 6M | +20.3% | -16.7% | +37.0% | +25.5% |
| YTD | +27.1% | -20.2% | +47.2% | +33.3% |
| 1Y | +35.3% | -31.4% | +66.7% | +47.9% |
| 3Y | +139.8% | -10.5% | +150.3% | +134.1% |
| 5Y | +153.9% | -35.2% | +189.1% | +164.7% |
| 10Y | +285.9% | +40.2% | +245.7% | +202.5% |
| All | +6,411.5% | +6,208.7% | +202.8% | +2,117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling