+302.0%
TRV vs ELV
+280.2%
+21.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | +1.9% | +3.2% | -1.3% | +1.0% |
| 30D | +1.7% | +5.4% | -3.7% | +0.2% |
| 3M | +23.9% | +5.4% | +18.5% | +21.6% |
| 6M | +26.3% | +45.7% | -19.4% | +12.4% |
| YTD | +30.8% | +21.2% | +9.6% | +21.8% |
| 1Y | +36.3% | +35.6% | +0.7% | +22.2% |
| 3Y | +145.0% | -2.0% | +147.0% | +136.2% |
| 5Y | +163.9% | +26.0% | +137.9% | +126.3% |
| All | +302.0% | +280.2% | +21.8% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling