+266.4%
TRV vs ESTC
+27.2%
+239.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.8% |
| 7D | +0.1% | +5.8% | -5.7% | -0.3% |
| 30D | +8.0% | -5.6% | +13.6% | +8.3% |
| 3M | +9.3% | +15.4% | -6.1% | +8.0% |
| 6M | +36.2% | +77.8% | -41.6% | +30.9% |
| YTD | +40.6% | +18.1% | +22.5% | +38.1% |
| 1Y | +43.1% | -3.7% | +46.7% | +42.2% |
| 3Y | +149.6% | +16.9% | +132.7% | +139.5% |
| 5Y | +181.6% | -51.2% | +232.9% | +189.1% |
| All | +266.4% | +27.2% | +239.2% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling