+153.0%
TRV vs ELV
+18.1%
+135.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +0.2% | -2.2% | +2.4% | +0.5% |
| 30D | -2.3% | -0.2% | -2.1% | -2.3% |
| 3M | +22.7% | -6.1% | +28.8% | +23.7% |
| 6M | +21.9% | +42.8% | -20.9% | +14.5% |
| YTD | +27.5% | +14.4% | +13.1% | +23.6% |
| 1Y | +36.2% | +28.6% | +7.6% | +29.0% |
| 3Y | +140.6% | -7.4% | +148.0% | +138.7% |
| All | +153.0% | +18.1% | +135.0% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling