+4,305.5%
TRV vs CB
+6,559.4%
-2,253.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.3% |
| 7D | -0.1% | +0.5% | -0.6% | -0.4% |
| 30D | -3.4% | -3.1% | -0.3% | -1.7% |
| 3M | +26.4% | +9.0% | +17.4% | +20.6% |
| 6M | +19.3% | +2.9% | +16.4% | +17.6% |
| YTD | +28.3% | +10.1% | +18.2% | +21.7% |
| 1Y | +34.3% | +22.8% | +11.5% | +19.7% |
| 3Y | +140.1% | +73.8% | +66.3% | +78.1% |
| 5Y | +155.7% | +99.2% | +56.6% | +76.5% |
| 10Y | +285.5% | +218.2% | +67.3% | +111.7% |
| All | +4,305.5% | +6,559.4% | -2,253.9% | +887.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling