+6,477.2%
TRV vs EIX
+1,083.9%
+5,393.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.6% |
| 7D | -0.1% | -19.1% | +18.9% | +4.5% |
| 30D | -3.4% | -16.9% | +13.5% | +0.2% |
| 3M | +26.4% | -20.0% | +46.4% | +32.4% |
| 6M | +19.3% | -21.3% | +40.6% | +25.3% |
| YTD | +28.3% | -1.7% | +30.0% | +26.5% |
| 1Y | +34.3% | +9.6% | +24.7% | +28.2% |
| 3Y | +140.1% | -3.7% | +143.8% | +133.4% |
| 5Y | +155.7% | +22.6% | +133.1% | +130.1% |
| 10Y | +285.5% | +17.7% | +267.9% | +241.0% |
| All | +6,477.2% | +1,083.9% | +5,393.2% | +3,021.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling