+516.4%
TRV vs ESI
+198.2%
+318.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +2.0% | +5.5% | -3.5% | +1.1% |
| 30D | +6.7% | -7.8% | +14.5% | +7.8% |
| 3M | +9.4% | -15.0% | +24.4% | +11.7% |
| 6M | +37.7% | -24.9% | +62.6% | +42.4% |
| YTD | +40.6% | +33.2% | +7.4% | +29.2% |
| 1Y | +42.4% | +24.9% | +17.5% | +32.2% |
| 3Y | +148.1% | +77.8% | +70.4% | +110.8% |
| 5Y | +181.7% | +37.1% | +144.5% | +147.7% |
| 10Y | +352.6% | +320.5% | +32.1% | +217.8% |
| All | +516.4% | +198.2% | +318.2% | +354.0% |
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