+154.4%
TRV vs TE
-48.4%
+202.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.7% | +7.3% | +0.6% |
| 7D | -1.5% | +0.9% | -2.4% | -1.5% |
| 30D | -1.8% | -16.3% | +14.5% | -1.7% |
| 3M | +21.6% | -40.8% | +62.3% | +21.9% |
| 6M | +22.5% | -42.6% | +65.1% | +22.4% |
| YTD | +28.1% | -31.4% | +59.6% | +27.6% |
| 1Y | +37.0% | +144.9% | -107.9% | +32.7% |
| 3Y | +141.9% | -26.0% | +167.9% | +136.3% |
| All | +154.4% | -48.4% | +202.8% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling