+293.8%
TRV vs EXC
+159.4%
+134.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -1.5% | -1.6% | +0.2% | -0.7% |
| 30D | -1.8% | -2.4% | +0.6% | -0.7% |
| 3M | +21.6% | -4.0% | +25.5% | +23.9% |
| 6M | +22.5% | -9.8% | +32.2% | +28.5% |
| YTD | +28.1% | +2.3% | +25.8% | +25.9% |
| 1Y | +37.0% | +3.8% | +33.2% | +33.3% |
| 3Y | +141.9% | +19.7% | +122.1% | +116.0% |
| 5Y | +158.5% | +45.6% | +112.9% | +100.3% |
| All | +293.8% | +159.4% | +134.5% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling