+344.9%
TRV vs EXPD
+336.9%
+7.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.8% |
| 7D | +0.1% | +3.6% | -3.5% | -1.0% |
| 30D | +8.0% | +0.3% | +7.7% | +7.8% |
| 3M | +9.3% | +6.1% | +3.2% | +7.2% |
| 6M | +36.2% | +27.4% | +8.8% | +26.1% |
| YTD | +40.6% | +32.0% | +8.6% | +27.4% |
| 1Y | +43.1% | +40.5% | +2.5% | +26.8% |
| 3Y | +149.6% | +75.7% | +73.9% | +100.7% |
| 5Y | +181.6% | +61.7% | +119.9% | +129.5% |
| All | +344.9% | +336.9% | +7.9% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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