+148.1%
TRV vs EL
+3.0%
+145.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +2.0% | +1.5% | +0.5% | +2.0% |
| 30D | +6.7% | +10.0% | -3.3% | +6.3% |
| 3M | +9.4% | +28.4% | -19.1% | +8.1% |
| 6M | +37.7% | +37.1% | +0.7% | +35.5% |
| YTD | +40.6% | +7.8% | +32.8% | +39.4% |
| 1Y | +42.4% | +26.0% | +16.4% | +39.7% |
| 3Y | +148.1% | +3.8% | +144.3% | +145.7% |
| All | +148.1% | +3.0% | +145.2% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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