+179.2%
TRV vs EXE
+192.2%
-13.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +0.5% | -1.8% | +2.3% | +0.7% |
| 30D | -4.9% | +6.4% | -11.3% | -5.7% |
| 3M | +23.7% | +9.2% | +14.5% | +22.0% |
| 6M | +20.3% | -7.0% | +27.3% | +21.2% |
| YTD | +27.1% | -9.5% | +36.5% | +28.4% |
| 1Y | +35.3% | +6.2% | +29.1% | +32.8% |
| 3Y | +139.8% | +20.7% | +119.1% | +129.6% |
| 5Y | +153.9% | +103.6% | +50.2% | +121.6% |
| All | +179.2% | +192.2% | -13.0% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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