+7,037.7%
TRV vs EXC
+2,464.5%
+4,573.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.4% | -1.4% | -1.0% | -1.9% |
| 30D | +7.5% | +8.3% | -0.8% | +4.2% |
| 3M | +6.7% | +2.6% | +4.1% | +5.6% |
| 6M | +35.5% | +5.2% | +30.3% | +32.7% |
| YTD | +39.3% | +7.5% | +31.7% | +34.7% |
| 1Y | +41.8% | +3.2% | +38.6% | +39.3% |
| 3Y | +147.3% | +29.5% | +117.8% | +119.9% |
| 5Y | +178.3% | +39.7% | +138.7% | +136.5% |
| 10Y | +348.3% | +200.1% | +148.3% | +182.8% |
| All | +7,037.7% | +2,464.5% | +4,573.2% | +2,376.2% |
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