+153.7%
TRV vs ESTC
-45.2%
+198.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.8% |
| 6M | +20.3% | +64.6% | -44.3% | +19.0% |
| YTD | +27.1% | +17.2% | +9.8% | +26.5% |
| 1Y | +35.3% | -4.2% | +39.5% | +35.3% |
| 3Y | +139.8% | +13.5% | +126.3% | +138.1% |
| All | +153.7% | -45.2% | +198.9% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling