+397.5%
TRV vs CARR
+421.5%
-24.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.6% | +1.8% |
| 7D | +1.9% | -3.8% | +5.7% | +2.6% |
| 30D | +1.7% | -8.9% | +10.6% | +3.3% |
| 3M | +23.9% | -17.3% | +41.2% | +27.4% |
| 6M | +26.3% | -1.4% | +27.7% | +25.2% |
| YTD | +30.8% | +10.0% | +20.8% | +26.9% |
| 1Y | +36.3% | -6.4% | +42.7% | +36.0% |
| 3Y | +145.0% | +1.5% | +143.5% | +136.2% |
| 5Y | +163.9% | +9.3% | +154.6% | +145.2% |
| All | +397.5% | +421.5% | -24.0% | +289.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling