+33.5%
TRV vs ESI
+33.5%
0.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +0.2% |
| 7D | -1.5% | -2.3% | +0.8% | -1.6% |
| 30D | -1.8% | -9.0% | +7.2% | -2.4% |
| 3M | +21.6% | -13.3% | +34.8% | +20.3% |
| 6M | +22.5% | +5.3% | +17.2% | +20.9% |
| YTD | +28.1% | +37.6% | -9.5% | +25.1% |
| All | +33.5% | +33.5% | 0.0% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling