+157.1%
TRV vs EIX
+24.2%
+133.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.0% |
| 7D | +0.2% | +4.1% | -3.9% | -0.7% |
| 30D | -2.3% | -15.3% | +13.0% | +0.2% |
| 3M | +22.7% | -18.4% | +41.1% | +26.9% |
| 6M | +21.9% | -16.8% | +38.8% | +25.3% |
| YTD | +27.5% | -0.6% | +28.0% | +24.6% |
| 1Y | +36.2% | +10.7% | +25.6% | +29.3% |
| 3Y | +140.6% | -4.5% | +145.1% | +133.4% |
| All | +157.1% | +24.2% | +133.0% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling