+139.8%
TRV vs CAPR
+42.0%
+97.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -1.0% |
| 7D | +0.5% | -9.5% | +10.0% | +0.5% |
| 30D | -4.9% | +121.5% | -126.4% | -4.7% |
| 3M | +23.7% | -65.4% | +89.1% | +23.6% |
| 6M | +20.3% | -67.5% | +87.8% | +20.2% |
| YTD | +27.1% | -68.6% | +95.7% | +26.9% |
| 1Y | +35.3% | +42.7% | -7.3% | +35.9% |
| 3Y | +139.8% | +43.4% | +96.5% | +137.4% |
| All | +139.8% | +42.0% | +97.8% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling