+3,123.9%
TRV vs EL
+1,821.4%
+1,302.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +2.0% | +1.5% | +0.5% | +1.7% |
| 30D | +6.7% | +10.0% | -3.3% | +4.3% |
| 3M | +9.4% | +28.4% | -19.1% | +2.4% |
| 6M | +37.7% | +37.1% | +0.7% | +26.2% |
| YTD | +40.6% | +7.8% | +32.8% | +34.1% |
| 1Y | +42.4% | +26.0% | +16.4% | +30.4% |
| 3Y | +148.1% | +3.8% | +144.3% | +124.3% |
| 5Y | +181.7% | -65.2% | +246.9% | +230.5% |
| 10Y | +352.6% | +62.1% | +290.5% | +234.4% |
| All | +3,123.9% | +1,821.4% | +1,302.5% | +1,304.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling