+36.2%
TRV vs CF
+65.9%
-29.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.4% |
| 7D | +0.2% | -0.8% | +1.0% | +0.2% |
| 30D | -2.3% | +14.3% | -16.6% | -2.2% |
| 3M | +22.7% | +27.9% | -5.2% | +23.1% |
| 6M | +21.9% | +25.5% | -3.6% | +21.8% |
| YTD | +27.5% | +81.2% | -53.7% | +23.7% |
| 1Y | +36.2% | +66.5% | -30.3% | +34.9% |
| All | +36.2% | +65.9% | -29.7% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling