+178.6%
TRV vs CB
+103.6%
+74.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.1% | +0.1% |
| 7D | +1.4% | +0.7% | +0.7% | +0.8% |
| 30D | +8.7% | +8.2% | +0.5% | +1.7% |
| 3M | +7.1% | +6.3% | +0.8% | +1.6% |
| 6M | +35.5% | +16.2% | +19.3% | +19.1% |
| YTD | +39.7% | +19.3% | +20.4% | +19.8% |
| 1Y | +44.1% | +29.2% | +14.9% | +15.3% |
| 3Y | +148.1% | +71.4% | +76.7% | +57.1% |
| 5Y | +178.6% | +104.2% | +74.3% | +49.7% |
| All | +178.6% | +103.6% | +74.9% | +49.7% |
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