+285.9%
TRV vs CF
+589.1%
-303.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +0.5% | -0.9% | +1.4% | +0.6% |
| 30D | -4.9% | +18.1% | -22.9% | -8.1% |
| 3M | +23.7% | +23.4% | +0.4% | +18.3% |
| 6M | +20.3% | +17.1% | +3.2% | +14.7% |
| YTD | +27.1% | +76.2% | -49.2% | +10.3% |
| 1Y | +35.3% | +62.3% | -26.9% | +19.4% |
| 3Y | +139.8% | +71.8% | +68.0% | +104.2% |
| 5Y | +153.9% | +234.6% | -80.7% | +72.0% |
| 10Y | +285.9% | +574.3% | -288.4% | +130.2% |
| All | +285.9% | +589.1% | -303.3% | +130.2% |
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