+154.4%
TRV vs EME
+547.5%
-393.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -1.5% | +0.9% | -2.4% | -1.6% |
| 30D | -1.8% | -8.4% | +6.6% | -1.2% |
| 3M | +21.6% | -3.6% | +25.2% | +21.5% |
| 6M | +22.5% | +3.6% | +18.9% | +20.9% |
| YTD | +28.1% | +22.5% | +5.6% | +23.3% |
| 1Y | +37.0% | +18.2% | +18.8% | +31.2% |
| 3Y | +141.9% | +238.4% | -96.5% | +75.6% |
| All | +154.4% | +547.5% | -393.2% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling