+35.5%
TRV vs CLF
+18.4%
+17.1%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.2% |
| 7D | -2.4% | +2.3% | -4.7% | -2.2% |
| 30D | +7.5% | +1.9% | +5.5% | +7.6% |
| 3M | +6.7% | +5.9% | +0.8% | +7.0% |
| 6M | +35.5% | +16.9% | +18.6% | +36.3% |
| All | +35.5% | +18.4% | +17.1% | +36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling