+6,432.7%
TRV vs EOG
+7,509.9%
-1,077.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +0.2% | -1.3% | +1.5% | +0.4% |
| 30D | -2.3% | +3.4% | -5.7% | -3.0% |
| 3M | +22.7% | +7.8% | +14.8% | +20.5% |
| 6M | +21.9% | +13.4% | +8.6% | +18.2% |
| YTD | +27.5% | +43.5% | -16.0% | +17.7% |
| 1Y | +36.2% | +29.7% | +6.6% | +28.1% |
| 3Y | +140.6% | +23.2% | +117.4% | +125.9% |
| 5Y | +154.5% | +176.4% | -21.9% | +98.4% |
| 10Y | +295.4% | +119.1% | +176.3% | +197.7% |
| All | +6,432.7% | +7,509.9% | -1,077.2% | +2,839.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling