+6,477.2%
TRV vs CL
+4,870.0%
+1,607.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -0.8% |
| 7D | -0.1% | -2.2% | +2.0% | +0.7% |
| 30D | -3.4% | -4.8% | +1.4% | -1.5% |
| 3M | +26.4% | +4.9% | +21.5% | +23.9% |
| 6M | +19.3% | -5.7% | +25.0% | +21.8% |
| YTD | +28.3% | +14.4% | +14.0% | +21.0% |
| 1Y | +34.3% | +8.7% | +25.5% | +28.9% |
| 3Y | +140.1% | +30.0% | +110.2% | +113.3% |
| 5Y | +155.7% | +28.4% | +127.4% | +126.7% |
| 10Y | +285.5% | +50.1% | +235.5% | +219.8% |
| All | +6,477.2% | +4,870.0% | +1,607.2% | +1,727.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling