+234.0%
TRV vs ESTC
+19.3%
+214.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.7% |
| 7D | -1.5% | -13.2% | +11.7% | -0.7% |
| 30D | -1.8% | +9.3% | -11.1% | -2.5% |
| 3M | +21.6% | +37.3% | -15.8% | +19.0% |
| 6M | +22.5% | +61.0% | -38.5% | +18.4% |
| YTD | +28.1% | +10.7% | +17.5% | +26.5% |
| 1Y | +37.0% | -7.2% | +44.2% | +36.5% |
| 3Y | +141.9% | +7.2% | +134.7% | +133.3% |
| 5Y | +158.5% | -47.7% | +206.2% | +161.1% |
| All | +234.0% | +19.3% | +214.8% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling