+462.7%
TRV vs ESI
+224.6%
+238.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.3% | -1.8% |
| 7D | -0.1% | +3.3% | -3.5% | -0.7% |
| 30D | -3.4% | -5.9% | +2.4% | -2.5% |
| 3M | +26.4% | -14.1% | +40.5% | +28.6% |
| 6M | +19.3% | +6.6% | +12.7% | +15.7% |
| YTD | +28.3% | +45.0% | -16.7% | +16.9% |
| 1Y | +34.3% | +41.5% | -7.2% | +22.5% |
| 3Y | +140.1% | +78.8% | +61.4% | +105.1% |
| 5Y | +155.7% | +70.9% | +84.8% | +116.7% |
| 10Y | +285.5% | +317.1% | -31.5% | +170.0% |
| All | +462.7% | +224.6% | +238.1% | +310.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling