+302.0%
TRV vs EME
+1,362.1%
-1,060.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | +1.1% |
| 7D | +1.9% | +3.5% | -1.6% | +1.1% |
| 30D | +1.7% | -6.3% | +8.0% | +3.1% |
| 3M | +23.9% | -3.8% | +27.6% | +23.6% |
| 6M | +26.3% | +8.5% | +17.8% | +21.1% |
| YTD | +30.8% | +27.8% | +3.0% | +19.1% |
| 1Y | +36.3% | +22.2% | +14.1% | +23.7% |
| 3Y | +145.0% | +253.5% | -108.5% | +45.7% |
| 5Y | +163.9% | +578.6% | -414.8% | +18.1% |
| All | +302.0% | +1,362.1% | -1,060.1% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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