+139.8%
TRV vs CB
+70.7%
+69.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | +0.3% |
| 7D | +0.5% | -0.6% | +1.1% | +1.0% |
| 30D | -4.9% | -3.9% | -1.0% | -1.5% |
| 3M | +23.7% | +4.9% | +18.8% | +18.5% |
| 6M | +20.3% | +3.3% | +17.1% | +16.8% |
| YTD | +27.1% | +8.5% | +18.5% | +17.8% |
| 1Y | +35.3% | +22.1% | +13.3% | +12.5% |
| 3Y | +139.8% | +70.1% | +69.7% | +49.5% |
| All | +139.8% | +70.7% | +69.2% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling