+295.4%
TRV vs CLF
+116.4%
+179.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.5% |
| 7D | +0.2% | -2.7% | +2.8% | +0.5% |
| 30D | -2.3% | -3.2% | +0.9% | -2.1% |
| 3M | +22.7% | -5.0% | +27.6% | +22.6% |
| 6M | +21.9% | +26.6% | -4.7% | +17.2% |
| YTD | +27.5% | -9.0% | +36.4% | +26.5% |
| 1Y | +36.2% | +11.8% | +24.4% | +30.2% |
| 3Y | +140.6% | -15.1% | +155.7% | +128.4% |
| 5Y | +154.5% | -48.2% | +202.7% | +149.5% |
| 10Y | +295.4% | +127.6% | +167.8% | +177.2% |
| All | +295.4% | +116.4% | +179.0% | +177.2% |
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