+154.5%
TRV vs EXPE
+89.3%
+65.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.2% | -11.5% | +11.7% | +1.4% |
| 30D | -2.3% | -13.1% | +10.7% | -1.0% |
| 3M | +22.7% | +18.1% | +4.5% | +20.4% |
| 6M | +21.9% | +13.3% | +8.7% | +19.9% |
| YTD | +27.5% | -3.2% | +30.7% | +26.9% |
| 1Y | +36.2% | +26.1% | +10.1% | +31.1% |
| 3Y | +140.6% | +151.7% | -11.1% | +110.4% |
| 5Y | +154.5% | +88.3% | +66.2% | +120.1% |
| All | +154.5% | +89.3% | +65.3% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling