+233.7%
TRV vs EOSE
-60.2%
+294.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.6% |
| 7D | -1.5% | +14.0% | -15.5% | -1.5% |
| 30D | -1.8% | -5.9% | +4.1% | -1.8% |
| 3M | +21.6% | -34.3% | +55.8% | +21.8% |
| 6M | +22.5% | -37.8% | +60.2% | +22.5% |
| YTD | +28.1% | -65.2% | +93.3% | +28.5% |
| 1Y | +37.0% | -41.9% | +79.0% | +36.4% |
| 3Y | +141.9% | +44.6% | +97.3% | +135.9% |
| 5Y | +158.5% | -69.2% | +227.7% | +142.2% |
| All | +233.7% | -60.2% | +294.0% | +229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling