+33.5%
TRV vs CAPR
+35.8%
-2.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.5% | +0.5% |
| 7D | -1.5% | -10.6% | +9.1% | -1.5% |
| 30D | -1.8% | +111.2% | -113.0% | -1.4% |
| 3M | +21.6% | -67.2% | +88.8% | +21.3% |
| 6M | +22.5% | -75.1% | +97.6% | +22.0% |
| YTD | +28.1% | -71.2% | +99.4% | +27.8% |
| All | +33.5% | +35.8% | -2.3% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling