+218.1%
TRV vs TE
-52.9%
+270.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.1% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +1.7% | -5.9% | +7.6% | +1.7% |
| 3M | +23.9% | -45.6% | +69.5% | +24.4% |
| 6M | +26.3% | -43.4% | +69.6% | +26.3% |
| YTD | +30.8% | -31.0% | +61.8% | +30.2% |
| 1Y | +36.3% | +145.2% | -108.9% | +32.1% |
| 3Y | +145.0% | -24.1% | +169.1% | +138.7% |
| 5Y | +163.9% | -48.1% | +212.0% | +157.3% |
| All | +218.1% | -52.9% | +270.9% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling