+180.5%
TRV vs CF
+114.1%
+66.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.0% | +4.8% | -2.7% | +1.6% |
| 30D | +6.7% | +4.7% | +2.0% | +6.2% |
| 3M | +9.4% | +7.4% | +1.9% | +8.4% |
| 6M | +37.7% | +0.6% | +37.1% | +37.2% |
| YTD | +40.6% | +64.1% | -23.5% | +30.4% |
| 1Y | +42.4% | +51.4% | -9.0% | +33.5% |
| 3Y | +148.1% | +67.8% | +80.3% | +125.7% |
| All | +180.5% | +114.1% | +66.4% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling