+344.9%
TRV vs EXPE
+123.5%
+221.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | +6.7% | -6.1% | +12.8% | +7.6% |
| 3M | +9.4% | -21.3% | +30.7% | +13.6% |
| 6M | +37.7% | +19.0% | +18.7% | +32.0% |
| YTD | +40.6% | -8.4% | +49.0% | +39.8% |
| 1Y | +42.4% | -2.8% | +45.2% | +39.7% |
| 3Y | +148.1% | +120.8% | +27.4% | +97.7% |
| 5Y | +181.7% | +46.2% | +135.5% | +136.1% |
| All | +344.9% | +123.5% | +221.4% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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