+148.1%
TRV vs EXPE
+124.3%
+23.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +0.1% | -4.2% | +4.3% | +0.5% |
| 30D | +8.0% | -4.5% | +12.5% | +8.4% |
| 3M | +9.3% | -19.7% | +29.0% | +11.4% |
| 6M | +36.2% | +18.3% | +17.9% | +33.8% |
| YTD | +40.6% | -7.3% | +47.9% | +40.7% |
| 1Y | +43.1% | -3.9% | +47.0% | +42.5% |
| All | +148.1% | +124.3% | +23.8% | +130.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling