+233.9%
TRV vs SE
+589.8%
-355.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | -0.1% | -6.1% | +5.9% | +0.2% |
| 30D | -3.4% | -2.5% | -1.0% | -3.4% |
| 3M | +26.4% | +21.7% | +4.7% | +24.9% |
| 6M | +19.3% | +27.0% | -7.7% | +17.4% |
| YTD | +28.3% | -12.1% | +40.5% | +28.5% |
| 1Y | +34.3% | -40.9% | +75.2% | +37.1% |
| 3Y | +140.1% | +191.0% | -50.9% | +123.9% |
| 5Y | +155.7% | -68.3% | +224.0% | +167.4% |
| All | +233.9% | +589.8% | -355.9% | +151.4% |
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