+6,961.6%
TRV vs CL
+5,337.0%
+1,624.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.1% |
| 7D | -0.3% | +1.3% | -1.6% | -0.8% |
| 30D | +9.6% | +11.4% | -1.8% | +5.0% |
| 3M | +2.7% | +4.4% | -1.7% | +0.9% |
| 6M | +32.0% | +10.8% | +21.3% | +26.5% |
| YTD | +37.8% | +25.1% | +12.7% | +25.3% |
| 1Y | +45.2% | +28.0% | +17.3% | +30.8% |
| 3Y | +145.3% | +37.6% | +107.6% | +112.9% |
| 5Y | +172.3% | +39.7% | +132.6% | +133.2% |
| 10Y | +367.3% | +75.8% | +291.6% | +264.6% |
| All | +6,961.6% | +5,337.0% | +1,624.6% | +1,791.4% |
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