+181.6%
TRV vs EXPE
+44.3%
+137.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.5% |
| 6M | +36.2% | +18.3% | +17.9% | +33.4% |
| YTD | +40.6% | -7.3% | +47.9% | +40.3% |
| 1Y | +43.1% | -3.9% | +47.0% | +42.1% |
| 3Y | +149.6% | +123.0% | +26.6% | +121.1% |
| 5Y | +181.6% | +47.9% | +133.7% | +157.8% |
| All | +181.6% | +44.3% | +137.3% | +157.8% |
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 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