+3,578.7%
TRV vs EME
+61,154.1%
-57,575.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.9% |
| 7D | +0.2% | +2.7% | -2.5% | -0.5% |
| 30D | -2.3% | -6.8% | +4.5% | -0.8% |
| 3M | +22.7% | -8.8% | +31.5% | +23.7% |
| 6M | +21.9% | +5.0% | +17.0% | +18.0% |
| YTD | +27.5% | +23.5% | +4.0% | +17.6% |
| 1Y | +36.2% | +21.3% | +14.9% | +24.7% |
| 3Y | +140.6% | +241.1% | -100.5% | +60.0% |
| 5Y | +154.5% | +549.2% | -394.6% | +39.6% |
| 10Y | +295.4% | +1,306.4% | -1,011.0% | +71.4% |
| All | +3,578.7% | +61,154.1% | -57,575.4% | +882.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling