+352.5%
TRV vs CF
+494.2%
-141.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.9% |
| 7D | +1.4% | +4.8% | -3.4% | +0.3% |
| 30D | +8.7% | +9.7% | -1.0% | +6.5% |
| 3M | +7.1% | +1.2% | +5.8% | +6.3% |
| 6M | +35.5% | +7.4% | +28.1% | +32.3% |
| YTD | +39.7% | +60.5% | -20.8% | +22.8% |
| 1Y | +44.1% | +50.7% | -6.7% | +28.3% |
| 3Y | +148.1% | +64.8% | +83.3% | +111.4% |
| 5Y | +178.6% | +115.8% | +62.8% | +109.5% |
| 10Y | +352.5% | +481.0% | -128.5% | +162.9% |
| All | +352.5% | +494.2% | -141.6% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling