+154.4%
TRV vs EOG
+170.1%
-15.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -1.5% | +1.0% | -2.5% | -1.6% |
| 30D | -1.8% | +2.8% | -4.6% | -2.3% |
| 3M | +21.6% | +5.9% | +15.7% | +20.1% |
| 6M | +22.5% | +17.1% | +5.4% | +18.6% |
| YTD | +28.1% | +43.9% | -15.8% | +19.3% |
| 1Y | +37.0% | +26.9% | +10.2% | +30.4% |
| 3Y | +141.9% | +23.6% | +118.3% | +128.8% |
| All | +154.4% | +170.1% | -15.7% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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