+2,523.2%
TRV vs EW
+8,225.2%
-5,702.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.1% | +4.9% | -4.9% | -0.9% |
| 30D | +8.0% | +24.1% | -16.1% | +3.3% |
| 3M | +9.3% | +13.7% | -4.4% | +6.3% |
| 6M | +36.2% | +32.7% | +3.5% | +28.0% |
| YTD | +40.6% | +24.1% | +16.5% | +33.5% |
| 1Y | +43.1% | +23.6% | +19.4% | +35.9% |
| 3Y | +149.6% | +64.8% | +84.8% | +116.6% |
| 5Y | +181.6% | -8.8% | +190.4% | +171.4% |
| 10Y | +352.5% | +248.8% | +103.8% | +220.5% |
| All | +2,523.2% | +8,225.2% | -5,702.1% | +944.8% |
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