+139.8%
TRV vs ESTC
+11.7%
+128.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.9% |
| 7D | +0.5% | -4.3% | +4.8% | +0.6% |
| 30D | -4.9% | +17.7% | -22.6% | -5.2% |
| 3M | +23.7% | +42.3% | -18.5% | +22.7% |
| 6M | +20.3% | +64.6% | -44.3% | +18.7% |
| YTD | +27.1% | +17.2% | +9.8% | +26.5% |
| 1Y | +35.3% | -4.2% | +39.5% | +35.6% |
| 3Y | +139.8% | +13.5% | +126.3% | +141.3% |
| All | +139.8% | +11.7% | +128.1% | +141.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling