+6,477.2%
TRV vs ES
+1,243.3%
+5,233.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | -3.4% | -2.0% | -1.5% | -2.7% |
| 3M | +26.4% | +1.7% | +24.7% | +25.7% |
| 6M | +19.3% | -3.5% | +22.8% | +20.6% |
| YTD | +28.3% | +7.9% | +20.4% | +24.4% |
| 1Y | +34.3% | +17.2% | +17.1% | +25.6% |
| 3Y | +140.1% | +29.3% | +110.8% | +112.6% |
| 5Y | +155.7% | -5.7% | +161.5% | +150.9% |
| 10Y | +285.5% | +85.2% | +200.3% | +193.5% |
| All | +6,477.2% | +1,243.3% | +5,233.9% | +2,587.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling