+295.4%
TRV vs CL
+54.1%
+241.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +0.2% | -2.3% | +2.5% | +1.4% |
| 30D | -2.3% | -5.5% | +3.2% | +0.5% |
| 3M | +22.7% | +0.8% | +21.9% | +22.0% |
| 6M | +21.9% | -4.2% | +26.2% | +24.1% |
| YTD | +27.5% | +13.4% | +14.0% | +18.3% |
| 1Y | +36.2% | +7.1% | +29.2% | +30.0% |
| 3Y | +140.6% | +29.0% | +111.6% | +103.8% |
| 5Y | +154.5% | +28.3% | +126.2% | +112.9% |
| 10Y | +295.4% | +57.3% | +238.1% | +195.3% |
| All | +295.4% | +54.1% | +241.4% | +195.3% |
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