+293.8%
TRV vs EXEL
+386.3%
-92.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.7% |
| 7D | -1.5% | -2.9% | +1.4% | -1.2% |
| 30D | -1.8% | +11.9% | -13.7% | -2.9% |
| 3M | +21.6% | +9.2% | +12.4% | +20.4% |
| 6M | +22.5% | +39.1% | -16.6% | +18.2% |
| YTD | +28.1% | +31.0% | -2.9% | +24.2% |
| 1Y | +37.0% | +52.3% | -15.3% | +30.5% |
| 3Y | +141.9% | +159.7% | -17.9% | +114.4% |
| 5Y | +158.5% | +187.7% | -29.2% | +124.1% |
| All | +293.8% | +386.3% | -92.5% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling