+344.9%
TRV vs CLF
+74.2%
+270.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.4% |
| 7D | +2.0% | +10.4% | -8.4% | +0.9% |
| 30D | +6.7% | +0.6% | +6.2% | +6.1% |
| 3M | +9.4% | +4.1% | +5.2% | +8.0% |
| 6M | +37.7% | +15.1% | +22.6% | +33.3% |
| YTD | +40.6% | -4.7% | +45.3% | +37.8% |
| 1Y | +42.4% | +20.4% | +22.1% | +35.6% |
| 3Y | +148.1% | -23.4% | +171.5% | +138.2% |
| 5Y | +181.7% | -43.3% | +225.0% | +171.9% |
| All | +344.9% | +74.2% | +270.7% | +214.3% |
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