+36.2%
TRV vs ESTC
+75.8%
-39.6%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +1.0% |
| 7D | +0.1% | +5.8% | -5.7% | +0.1% |
| 30D | +8.0% | -5.6% | +13.6% | +7.9% |
| 3M | +9.3% | +15.4% | -6.1% | +10.2% |
| 6M | +36.2% | +77.8% | -41.6% | +39.7% |
| All | +36.2% | +75.8% | -39.6% | +39.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling