+157.6%
TRV vs ESI
+66.0%
+91.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.7% |
| 7D | -1.8% | -2.3% | +0.5% | -1.6% |
| 30D | -2.1% | -9.0% | +6.9% | -1.2% |
| 3M | +21.2% | -13.3% | +34.4% | +22.2% |
| 6M | +22.0% | +5.3% | +16.8% | +18.6% |
| YTD | +27.7% | +37.6% | -9.9% | +18.1% |
| 1Y | +36.6% | +33.6% | +3.0% | +26.5% |
| 3Y | +141.1% | +75.8% | +65.3% | +106.6% |
| 5Y | +157.6% | +68.6% | +89.0% | +115.2% |
| All | +157.6% | +66.0% | +91.6% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling