+36.2%
TRV vs CLF
+9.3%
+26.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.3% |
| 7D | +0.2% | -2.7% | +2.8% | +0.2% |
| 30D | -2.3% | -3.2% | +0.9% | -2.3% |
| 3M | +22.7% | -5.0% | +27.6% | +22.8% |
| 6M | +21.9% | +26.6% | -4.7% | +21.7% |
| YTD | +27.5% | -9.0% | +36.4% | +27.6% |
| 1Y | +36.2% | +11.8% | +24.4% | +36.2% |
| All | +36.2% | +9.3% | +26.9% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling