+349.8%
TRV vs CLF
+79.9%
+270.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | +0.9% |
| 7D | +1.4% | -9.1% | +10.4% | +2.2% |
| 30D | +8.7% | -0.9% | +9.6% | +8.2% |
| 3M | +7.1% | +3.0% | +4.1% | +5.9% |
| 6M | +35.5% | +16.7% | +18.8% | +31.0% |
| YTD | +39.7% | -3.2% | +42.9% | +36.8% |
| 1Y | +44.1% | +24.6% | +19.5% | +36.5% |
| 3Y | +148.1% | -22.3% | +170.4% | +137.9% |
| 5Y | +178.6% | -41.2% | +219.8% | +167.6% |
| All | +349.8% | +79.9% | +270.0% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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