+6,961.6%
TRV vs ES
+1,235.9%
+5,725.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -0.9% |
| 7D | -0.3% | +1.9% | -2.1% | -0.9% |
| 30D | +9.6% | +7.1% | +2.5% | +7.0% |
| 3M | +2.7% | -1.9% | +4.7% | +3.4% |
| 6M | +32.0% | +4.4% | +27.7% | +29.9% |
| YTD | +37.8% | +7.3% | +30.5% | +33.7% |
| 1Y | +45.2% | +2.1% | +43.1% | +42.8% |
| 3Y | +145.3% | +41.8% | +103.4% | +110.3% |
| 5Y | +172.3% | +1.4% | +170.9% | +160.0% |
| 10Y | +367.3% | +86.8% | +280.6% | +254.6% |
| All | +6,961.6% | +1,235.9% | +5,725.6% | +2,788.0% |
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