+157.1%
TRV vs EMR
+64.3%
+92.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | -2.3% | -5.0% | +2.6% | -1.2% |
| 3M | +22.7% | +5.9% | +16.8% | +20.5% |
| 6M | +21.9% | +7.3% | +14.6% | +18.9% |
| YTD | +27.5% | +14.6% | +12.9% | +21.3% |
| 1Y | +36.2% | +15.6% | +20.6% | +28.8% |
| 3Y | +140.6% | +60.2% | +80.4% | +99.9% |
| All | +157.1% | +64.3% | +92.8% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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