+138.7%
TRV vs EL
-32.9%
+171.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.4% |
| 7D | +0.2% | -2.4% | +2.5% | +0.3% |
| 30D | -2.3% | +13.7% | -16.0% | -2.9% |
| 3M | +22.7% | +14.5% | +8.2% | +21.9% |
| 6M | +21.9% | +7.4% | +14.5% | +21.3% |
| YTD | +27.5% | -4.7% | +32.2% | +27.1% |
| 1Y | +36.2% | +12.9% | +23.3% | +34.4% |
| All | +138.7% | -32.9% | +171.6% | +129.3% |
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