+265.8%
TRV vs SE
+363.8%
-98.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +2.0% | -0.5% | +2.5% | +2.0% |
| 30D | +6.7% | -20.9% | +27.7% | +7.9% |
| 3M | +9.4% | -38.9% | +48.2% | +11.8% |
| 6M | +37.7% | -19.4% | +57.1% | +38.6% |
| YTD | +40.6% | -40.9% | +81.5% | +43.4% |
| 1Y | +42.4% | -46.2% | +88.6% | +45.9% |
| 3Y | +148.1% | +63.7% | +84.4% | +138.0% |
| 5Y | +181.7% | -77.9% | +259.6% | +199.4% |
| All | +265.8% | +363.8% | -98.0% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling