+683.5%
TRV vs CG
+351.2%
+332.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | -0.1% | -4.3% | +4.2% | +0.8% |
| 30D | -3.4% | -5.1% | +1.7% | -2.5% |
| 3M | +26.4% | +8.7% | +17.7% | +23.5% |
| 6M | +19.3% | -9.2% | +28.5% | +20.9% |
| YTD | +28.3% | -18.9% | +47.2% | +32.6% |
| 1Y | +34.3% | -25.6% | +59.9% | +41.0% |
| 3Y | +140.1% | +57.3% | +82.9% | +104.5% |
| 5Y | +155.7% | +10.2% | +145.6% | +129.0% |
| 10Y | +285.5% | +364.2% | -78.7% | +144.2% |
| All | +683.5% | +351.2% | +332.3% | +396.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling