+293.8%
TRV vs EXPE
+165.2%
+128.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.2% |
| 7D | -1.5% | -8.7% | +7.2% | +0.1% |
| 30D | -1.8% | -13.6% | +11.8% | +0.7% |
| 3M | +21.6% | +26.6% | -5.1% | +15.9% |
| 6M | +22.5% | +19.9% | +2.5% | +17.3% |
| YTD | +28.1% | -1.7% | +29.9% | +26.4% |
| 1Y | +37.0% | +29.4% | +7.6% | +27.0% |
| 3Y | +141.9% | +155.7% | -13.8% | +87.1% |
| 5Y | +158.5% | +93.1% | +65.4% | +101.8% |
| All | +293.8% | +165.2% | +128.7% | +147.0% |
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