+1,000.6%
TRV vs CAPR
-99.2%
+1,099.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.2% |
| 7D | -1.8% | -10.6% | +8.7% | -1.8% |
| 30D | -2.1% | +111.2% | -113.3% | -2.5% |
| 3M | +21.2% | -67.2% | +88.4% | +21.3% |
| 6M | +22.0% | -75.1% | +97.2% | +22.3% |
| YTD | +27.7% | -71.2% | +99.0% | +27.9% |
| 1Y | +36.6% | +31.1% | +5.4% | +34.5% |
| 3Y | +141.1% | +31.3% | +109.7% | +135.4% |
| 5Y | +157.6% | +69.4% | +88.2% | +150.2% |
| 10Y | +296.2% | -78.2% | +374.4% | +276.8% |
| All | +1,000.6% | -99.2% | +1,099.8% | +930.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling