+1,249.4%
TRV vs CF
+5,948.3%
-4,698.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.7% |
| 7D | -0.1% | +6.0% | -6.2% | -1.4% |
| 30D | -3.4% | +14.8% | -18.3% | -6.4% |
| 3M | +26.4% | +14.1% | +12.3% | +22.5% |
| 6M | +19.3% | +28.5% | -9.2% | +11.2% |
| YTD | +28.3% | +74.9% | -46.6% | +11.6% |
| 1Y | +34.3% | +61.7% | -27.4% | +18.5% |
| 3Y | +140.1% | +80.3% | +59.8% | +102.5% |
| 5Y | +155.7% | +226.0% | -70.2% | +81.3% |
| 10Y | +285.5% | +569.9% | -284.3% | +119.8% |
| All | +1,249.4% | +5,948.3% | -4,698.9% | +285.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling