+293.8%
TRV vs CB
+225.2%
+68.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -1.5% | -2.8% | +1.3% | +0.9% |
| 30D | -1.8% | -2.4% | +0.6% | +0.2% |
| 3M | +21.6% | +2.8% | +18.8% | +18.7% |
| 6M | +22.5% | +4.8% | +17.7% | +17.6% |
| YTD | +28.1% | +9.2% | +19.0% | +18.5% |
| 1Y | +37.0% | +22.8% | +14.2% | +14.4% |
| 3Y | +141.9% | +71.1% | +70.7% | +52.5% |
| 5Y | +158.5% | +101.0% | +57.5% | +40.6% |
| All | +293.8% | +225.2% | +68.6% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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