+154.5%
TRV vs EXC
+46.0%
+108.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +25.6% |
| YTD | +27.5% | +3.0% | +24.4% | +25.9% |
| 1Y | +36.2% | +5.1% | +31.1% | +33.6% |
| 3Y | +140.6% | +20.6% | +120.0% | +126.6% |
| 5Y | +154.5% | +45.7% | +108.8% | +114.6% |
| All | +154.5% | +46.0% | +108.5% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling