+154.4%
TRV vs EQT
+197.4%
-43.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | -1.8% | +1.1% | -2.9% | -1.9% |
| 3M | +21.6% | +4.8% | +16.8% | +20.8% |
| 6M | +22.5% | -10.6% | +33.0% | +23.7% |
| YTD | +28.1% | +3.4% | +24.7% | +27.1% |
| 1Y | +37.0% | +8.7% | +28.4% | +34.9% |
| 3Y | +141.9% | +35.0% | +106.9% | +129.4% |
| All | +154.4% | +197.4% | -43.0% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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