+352.5%
TRV vs CL
+78.1%
+274.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.3% |
| 7D | +1.4% | +2.6% | -1.2% | +0.1% |
| 30D | +8.7% | +11.8% | -3.1% | +2.6% |
| 3M | +7.1% | +5.9% | +1.2% | +3.8% |
| 6M | +35.5% | +13.3% | +22.2% | +26.6% |
| YTD | +39.7% | +27.1% | +12.6% | +22.1% |
| 1Y | +44.1% | +28.0% | +16.1% | +25.2% |
| 3Y | +148.1% | +39.4% | +108.7% | +101.9% |
| 5Y | +178.6% | +40.8% | +137.8% | +121.9% |
| 10Y | +352.5% | +84.9% | +267.7% | +216.8% |
| All | +352.5% | +78.1% | +274.4% | +216.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling