+4,681.0%
TRV vs CB
+7,141.5%
-2,460.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -2.4% | -1.0% | -1.4% | -1.8% |
| 30D | +7.5% | +7.3% | +0.2% | +3.3% |
| 3M | +6.7% | +7.0% | -0.3% | +2.8% |
| 6M | +35.5% | +16.3% | +19.1% | +24.6% |
| YTD | +39.3% | +19.7% | +19.5% | +26.0% |
| 1Y | +41.8% | +27.8% | +14.0% | +23.7% |
| 3Y | +147.3% | +72.0% | +75.3% | +84.2% |
| 5Y | +178.3% | +104.9% | +73.5% | +89.0% |
| 10Y | +348.3% | +246.7% | +101.6% | +134.7% |
| All | +4,681.0% | +7,141.5% | -2,460.6% | +922.7% |
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 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