+302.0%
TRV vs EIX
+19.9%
+282.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.5% |
| 7D | +1.9% | -1.4% | +3.3% | +2.3% |
| 30D | +1.7% | -19.3% | +21.0% | +7.2% |
| 3M | +23.9% | -21.7% | +45.6% | +31.6% |
| 6M | +26.3% | -19.8% | +46.1% | +32.8% |
| YTD | +30.8% | -3.0% | +33.9% | +28.2% |
| 1Y | +36.3% | +5.1% | +31.2% | +29.5% |
| 3Y | +145.0% | -7.0% | +152.0% | +137.0% |
| 5Y | +163.9% | +22.0% | +141.8% | +124.8% |
| All | +302.0% | +19.9% | +282.2% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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