+138.7%
TRV vs EXC
+20.6%
+118.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | -2.3% | -0.9% | -1.5% | -2.1% |
| 3M | +22.7% | -2.7% | +25.4% | +23.8% |
| 6M | +21.9% | -9.4% | +31.3% | +25.5% |
| YTD | +27.5% | +3.0% | +24.4% | +26.1% |
| 1Y | +36.2% | +5.1% | +31.1% | +33.7% |
| All | +138.7% | +20.6% | +118.1% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling