+180.5%
TRV vs CG
-23.0%
+203.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +2.0% | +0.2% | +1.9% | +2.0% |
| 30D | +6.7% | +11.2% | -4.5% | +5.3% |
| 3M | +9.4% | -22.1% | +31.4% | +12.5% |
| 6M | +37.7% | -17.9% | +55.6% | +40.5% |
| YTD | +40.6% | -31.3% | +71.9% | +46.2% |
| 1Y | +42.4% | -24.0% | +66.4% | +45.8% |
| 3Y | +148.1% | +45.0% | +103.2% | +129.7% |
| All | +180.5% | -23.0% | +203.6% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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