+293.8%
TRV vs ETR
+298.4%
-4.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +1.2% |
| 7D | -1.5% | -1.9% | +0.4% | -0.6% |
| 30D | -1.8% | -0.2% | -1.6% | -1.8% |
| 3M | +21.6% | -3.7% | +25.3% | +23.5% |
| 6M | +22.5% | +2.1% | +20.4% | +20.3% |
| YTD | +28.1% | +16.5% | +11.7% | +17.8% |
| 1Y | +37.0% | +22.5% | +14.5% | +22.6% |
| 3Y | +141.9% | +144.7% | -2.8% | +48.0% |
| 5Y | +158.5% | +125.2% | +33.3% | +61.2% |
| All | +293.8% | +298.4% | -4.5% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling