+295.4%
TRV vs ES
+83.1%
+212.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -2.3% | -1.0% | -1.3% | -2.0% |
| 3M | +22.7% | +1.5% | +21.2% | +22.0% |
| 6M | +21.9% | -3.5% | +25.4% | +23.3% |
| YTD | +27.5% | +7.0% | +20.5% | +23.7% |
| 1Y | +36.2% | +15.3% | +20.9% | +27.5% |
| 3Y | +140.6% | +30.2% | +110.4% | +110.3% |
| 5Y | +154.5% | -4.3% | +158.8% | +150.8% |
| 10Y | +295.4% | +87.5% | +207.9% | +225.3% |
| All | +295.4% | +83.1% | +212.3% | +225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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