+1,229.3%
TRV vs ET
+1,451.4%
-222.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.5% | +1.4% | -2.8% | -1.7% |
| 30D | -1.8% | +4.6% | -6.4% | -2.7% |
| 3M | +21.6% | +16.0% | +5.5% | +18.0% |
| 6M | +22.5% | +22.8% | -0.4% | +17.3% |
| YTD | +28.1% | +38.9% | -10.7% | +19.7% |
| 1Y | +37.0% | +34.1% | +2.9% | +28.8% |
| 3Y | +141.9% | +98.8% | +43.1% | +108.7% |
| 5Y | +158.5% | +246.8% | -88.3% | +97.7% |
| 10Y | +297.5% | +174.4% | +123.2% | +196.5% |
| All | +1,229.3% | +1,451.4% | -222.1% | +276.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling