+387.4%
TRV vs CARR
+414.1%
-26.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.9% |
| 7D | -1.5% | -4.1% | +2.7% | -0.8% |
| 30D | -1.8% | -11.0% | +9.2% | +0.1% |
| 3M | +21.6% | -16.4% | +37.9% | +24.8% |
| 6M | +22.5% | -2.4% | +24.8% | +21.6% |
| YTD | +28.1% | +8.4% | +19.7% | +24.6% |
| 1Y | +37.0% | -8.0% | +45.0% | +37.1% |
| 3Y | +141.9% | +0.6% | +141.3% | +133.6% |
| 5Y | +158.5% | +7.7% | +150.8% | +140.8% |
| All | +387.4% | +414.1% | -26.7% | +282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling