+154.5%
TRV vs CB
+98.0%
+56.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +0.2% | -0.5% | +0.7% | +0.6% |
| 30D | -2.3% | -3.1% | +0.7% | +0.2% |
| 3M | +22.7% | +4.2% | +18.5% | +18.4% |
| 6M | +21.9% | +4.7% | +17.2% | +17.2% |
| YTD | +27.5% | +8.8% | +18.6% | +18.3% |
| 1Y | +36.2% | +22.6% | +13.6% | +13.9% |
| 3Y | +140.6% | +70.6% | +70.0% | +54.0% |
| 5Y | +154.5% | +99.4% | +55.1% | +42.4% |
| All | +154.5% | +98.0% | +56.6% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling