+357.4%
TRV vs CF
+546.3%
-188.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | +7.2% | +6.9% | +0.2% | +5.6% |
| 3M | +3.2% | +4.8% | -1.7% | +1.7% |
| 6M | +33.6% | +4.7% | +28.9% | +31.2% |
| YTD | +37.8% | +56.5% | -18.7% | +21.7% |
| 1Y | +43.4% | +48.4% | -5.0% | +28.0% |
| 3Y | +146.7% | +59.1% | +87.5% | +111.6% |
| 5Y | +176.1% | +109.5% | +66.6% | +108.8% |
| 10Y | +357.4% | +487.0% | -129.5% | +164.3% |
| All | +357.4% | +546.3% | -188.8% | +164.3% |
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