+37.0%
TRV vs EXC
+4.5%
+32.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -1.5% | -1.6% | +0.2% | -1.0% |
| 30D | -1.8% | -2.4% | +0.6% | -1.1% |
| 3M | +21.6% | -4.0% | +25.5% | +23.2% |
| 6M | +22.5% | -9.8% | +32.2% | +25.3% |
| YTD | +28.1% | +2.3% | +25.8% | +28.8% |
| 1Y | +37.0% | +3.8% | +33.2% | +34.4% |
| All | +37.0% | +4.5% | +32.5% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling