+154.5%
TRV vs SE
-66.7%
+221.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.4% |
| 7D | +0.2% | -3.6% | +3.8% | +0.3% |
| 30D | -2.3% | -5.3% | +3.0% | -2.2% |
| 3M | +22.7% | +28.1% | -5.4% | +21.8% |
| 6M | +21.9% | +20.7% | +1.3% | +21.1% |
| YTD | +27.5% | -14.8% | +42.2% | +27.7% |
| 1Y | +36.2% | -43.6% | +79.8% | +37.9% |
| 3Y | +140.6% | +184.2% | -43.6% | +135.2% |
| 5Y | +154.5% | -66.3% | +220.8% | +150.9% |
| All | +154.5% | -66.7% | +221.2% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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