+1,371.0%
TRV vs EXPE
+851.4%
+519.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -1.0% |
| 7D | -0.1% | -9.5% | +9.4% | +1.9% |
| 30D | -3.4% | -6.6% | +3.2% | -2.2% |
| 3M | +26.4% | +31.4% | -5.0% | +19.1% |
| 6M | +19.3% | +35.2% | -15.9% | +10.9% |
| YTD | +28.3% | +5.8% | +22.5% | +24.4% |
| 1Y | +34.3% | +38.7% | -4.4% | +22.2% |
| 3Y | +140.1% | +175.8% | -35.6% | +81.5% |
| 5Y | +155.7% | +111.8% | +43.9% | +94.8% |
| 10Y | +285.5% | +179.7% | +105.8% | +153.8% |
| All | +1,371.0% | +851.4% | +519.5% | +427.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling