+154.4%
TRV vs ETR
+123.2%
+31.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.9% |
| 7D | -1.5% | -1.9% | +0.4% | -1.0% |
| 30D | -1.8% | -0.2% | -1.6% | -1.8% |
| 3M | +21.6% | -3.7% | +25.3% | +22.7% |
| 6M | +22.5% | +2.1% | +20.4% | +21.3% |
| YTD | +28.1% | +16.5% | +11.7% | +21.7% |
| 1Y | +37.0% | +22.5% | +14.5% | +27.9% |
| 3Y | +141.9% | +144.7% | -2.8% | +80.1% |
| All | +154.4% | +123.2% | +31.2% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling