+240.7%
TRV vs EOSE
-60.6%
+301.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.1% |
| 7D | +1.9% | +1.8% | +0.1% | +1.9% |
| 30D | +1.7% | -6.8% | +8.5% | +1.7% |
| 3M | +23.9% | -36.3% | +60.2% | +24.1% |
| 6M | +26.3% | -38.8% | +65.0% | +26.3% |
| YTD | +30.8% | -65.5% | +96.3% | +31.2% |
| 1Y | +36.3% | -45.3% | +81.6% | +35.8% |
| 3Y | +145.0% | +44.2% | +100.9% | +139.0% |
| 5Y | +163.9% | -69.5% | +233.4% | +147.2% |
| All | +240.7% | -60.6% | +301.3% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling