+132.0%
C vs TRV
+154.4%
-22.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | +1.9% | -2.3% | +4.2% | +2.8% |
| 3M | +2.8% | +22.7% | -19.9% | -6.3% |
| 6M | +30.6% | +21.9% | +8.6% | +19.0% |
| YTD | +19.9% | +27.5% | -7.6% | +7.0% |
| 1Y | +44.6% | +36.2% | +8.3% | +24.9% |
| 3Y | +272.1% | +140.6% | +131.5% | +137.2% |
| 5Y | +132.0% | +154.5% | -22.5% | +40.0% |
| All | +132.0% | +154.4% | -22.5% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling