+154.5%
TRV vs ES
-4.5%
+159.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -2.3% | -1.0% | -1.3% | -2.1% |
| 3M | +22.7% | +1.5% | +21.2% | +22.3% |
| 6M | +21.9% | -3.5% | +25.4% | +22.9% |
| YTD | +27.5% | +7.0% | +20.5% | +25.1% |
| 1Y | +36.2% | +15.3% | +20.9% | +30.4% |
| 3Y | +140.6% | +30.2% | +110.4% | +122.4% |
| 5Y | +154.5% | -4.3% | +158.8% | +154.6% |
| All | +154.5% | -4.5% | +159.1% | +154.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling