+7,105.0%
TRV vs EXC
+2,500.5%
+4,604.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.5% |
| 7D | +2.0% | +1.4% | +0.7% | +1.5% |
| 30D | +6.7% | +8.6% | -1.8% | +3.3% |
| 3M | +9.4% | +2.4% | +7.0% | +8.3% |
| 6M | +37.7% | +6.5% | +31.3% | +34.2% |
| YTD | +40.6% | +9.0% | +31.5% | +35.2% |
| 1Y | +42.4% | +4.6% | +37.9% | +39.2% |
| 3Y | +148.1% | +33.5% | +114.6% | +118.0% |
| 5Y | +181.7% | +41.4% | +140.3% | +138.2% |
| 10Y | +352.6% | +204.3% | +148.3% | +183.9% |
| All | +7,105.0% | +2,500.5% | +4,604.6% | +2,385.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling