+6,432.7%
TRV vs ETR
+4,408.0%
+2,024.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | -2.3% | +2.0% | -4.4% | -3.2% |
| 3M | +22.7% | -1.7% | +24.4% | +23.3% |
| 6M | +21.9% | +3.6% | +18.4% | +19.6% |
| YTD | +27.5% | +18.0% | +9.4% | +18.4% |
| 1Y | +36.2% | +26.2% | +10.0% | +23.0% |
| 3Y | +140.6% | +148.0% | -7.4% | +63.0% |
| 5Y | +154.5% | +126.1% | +28.5% | +76.4% |
| 10Y | +295.4% | +302.3% | -6.8% | +119.8% |
| All | +6,432.7% | +4,408.0% | +2,024.6% | +1,878.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling