+2,842.9%
TRV vs EL
+1,685.7%
+1,157.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -2.0% |
| 7D | -0.1% | +0.8% | -0.9% | -0.4% |
| 30D | -3.4% | +19.8% | -23.3% | -7.9% |
| 3M | +26.4% | +25.7% | +0.7% | +19.0% |
| 6M | +19.3% | +5.4% | +13.8% | +15.9% |
| YTD | +28.3% | +0.2% | +28.1% | +24.9% |
| 1Y | +34.3% | +20.4% | +13.8% | +24.1% |
| 3Y | +140.1% | -32.1% | +172.3% | +141.5% |
| 5Y | +155.7% | -67.2% | +222.9% | +204.4% |
| 10Y | +285.5% | +31.7% | +253.8% | +201.4% |
| All | +2,842.9% | +1,685.7% | +1,157.2% | +1,207.8% |
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