+266.4%
TRV vs ESTC
+25.9%
+240.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.0% | +2.4% | -0.4% | +1.9% |
| 30D | +6.7% | -4.2% | +11.0% | +6.9% |
| 3M | +9.4% | +2.5% | +6.9% | +8.9% |
| 6M | +37.7% | +81.5% | -43.8% | +32.2% |
| YTD | +40.6% | +16.8% | +23.7% | +38.2% |
| 1Y | +42.4% | -3.5% | +45.9% | +41.5% |
| 3Y | +148.1% | +17.7% | +130.4% | +137.9% |
| 5Y | +181.7% | -51.7% | +233.4% | +189.3% |
| All | +266.4% | +25.9% | +240.5% | +178.4% |
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