+1,100.2%
TRV vs CAPR
-98.9%
+1,199.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +26.5% | -26.8% | -0.4% |
| 7D | -2.4% | +25.8% | -28.2% | -2.5% |
| 30D | +7.5% | +50.2% | -42.7% | +7.3% |
| 3M | +6.7% | +185.5% | -178.8% | +6.1% |
| 6M | +35.5% | -64.8% | +100.3% | +35.6% |
| YTD | +39.3% | -61.1% | +100.4% | +39.3% |
| 1Y | +41.8% | +81.0% | -39.2% | +39.5% |
| 3Y | +147.3% | +300.7% | -153.4% | +139.9% |
| 5Y | +178.3% | +223.3% | -45.0% | +169.3% |
| 10Y | +348.3% | -58.8% | +407.1% | +325.1% |
| All | +1,100.2% | -98.9% | +1,199.1% | +1,021.7% |
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