+159.7%
TRV vs ET
+241.8%
-82.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +1.7% | +2.9% | -1.2% | +1.0% |
| 3M | +23.9% | +16.8% | +7.1% | +19.3% |
| 6M | +26.3% | +18.9% | +7.4% | +20.9% |
| YTD | +30.8% | +37.7% | -6.9% | +20.6% |
| 1Y | +36.3% | +32.4% | +3.9% | +26.8% |
| 3Y | +145.0% | +99.5% | +45.5% | +102.2% |
| All | +159.7% | +241.8% | -82.1% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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