+291.5%
C vs TRV
+298.6%
-7.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.1% |
| 7D | +0.3% | -1.5% | +1.7% | +1.3% |
| 30D | +2.0% | -1.8% | +3.8% | +3.2% |
| 3M | +4.4% | +21.6% | -17.2% | -10.0% |
| 6M | +28.3% | +22.5% | +5.9% | +9.7% |
| YTD | +20.5% | +28.1% | -7.7% | -0.6% |
| 1Y | +45.5% | +37.0% | +8.5% | +14.1% |
| 3Y | +274.0% | +141.9% | +132.1% | +81.8% |
| 5Y | +136.1% | +158.5% | -22.4% | +4.8% |
| All | +291.5% | +298.6% | -7.1% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TRV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling