+2,294.9%
TRV vs EW
+6,974.1%
-4,679.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | -3.4% | +1.0% | -4.5% | -3.7% |
| 3M | +26.4% | +2.8% | +23.6% | +25.4% |
| 6M | +19.3% | +5.5% | +13.8% | +17.5% |
| YTD | +28.3% | +5.5% | +22.9% | +26.2% |
| 1Y | +34.3% | +11.0% | +23.2% | +30.5% |
| 3Y | +140.1% | +17.7% | +122.4% | +123.7% |
| 5Y | +155.7% | -25.7% | +181.5% | +157.4% |
| 10Y | +285.5% | +132.8% | +152.7% | +195.5% |
| All | +2,294.9% | +6,974.1% | -4,679.2% | +887.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling