+208.9%
TRV vs TE
-48.3%
+257.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.0% | -11.0% | -1.1% |
| 7D | +0.5% | +18.2% | -17.7% | +0.4% |
| 30D | -4.9% | -13.5% | +8.7% | -4.8% |
| 3M | +23.7% | -44.6% | +68.3% | +24.2% |
| 6M | +20.3% | -24.7% | +45.0% | +19.9% |
| YTD | +27.1% | -24.3% | +51.3% | +26.4% |
| 1Y | +35.3% | +155.6% | -120.2% | +31.2% |
| 3Y | +139.8% | -18.3% | +158.1% | +133.6% |
| 5Y | +153.9% | -41.3% | +195.2% | +147.3% |
| All | +208.9% | -48.3% | +257.2% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling