+157.6%
TRV vs EW
-29.2%
+186.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -1.8% | -3.4% | +1.5% | -1.5% |
| 30D | -2.1% | -7.4% | +5.2% | -1.5% |
| 3M | +21.2% | +0.9% | +20.2% | +21.0% |
| 6M | +22.0% | +1.2% | +20.9% | +21.7% |
| YTD | +27.7% | +1.8% | +25.9% | +27.2% |
| 1Y | +36.6% | +10.8% | +25.7% | +34.9% |
| 3Y | +141.1% | +17.1% | +123.9% | +133.3% |
| 5Y | +157.6% | -28.2% | +185.8% | +161.2% |
| All | +157.6% | -29.2% | +186.8% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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