+2,205.7%
TRV vs EXEL
+264.7%
+1,941.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | +0.5% | +1.4% | -0.9% | +0.3% |
| 30D | -4.9% | +6.7% | -11.5% | -5.5% |
| 3M | +23.7% | +11.5% | +12.3% | +22.2% |
| 6M | +20.3% | +38.8% | -18.5% | +15.9% |
| YTD | +27.1% | +31.6% | -4.5% | +22.9% |
| 1Y | +35.3% | +53.0% | -17.7% | +28.5% |
| 3Y | +139.8% | +160.8% | -21.0% | +112.4% |
| 5Y | +153.9% | +190.1% | -36.2% | +120.0% |
| 10Y | +285.9% | +367.0% | -81.1% | +200.1% |
| All | +2,205.7% | +264.7% | +1,941.0% | +1,279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling