+293.8%
TRV vs CLX
-2.6%
+296.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | -1.5% | -5.9% | +4.4% | -0.5% |
| 30D | -1.8% | -17.0% | +15.2% | +1.3% |
| 3M | +21.6% | -9.6% | +31.2% | +23.4% |
| 6M | +22.5% | -21.5% | +44.0% | +27.0% |
| YTD | +28.1% | -8.8% | +37.0% | +29.3% |
| 1Y | +37.0% | -24.7% | +61.7% | +42.9% |
| 3Y | +141.9% | -35.6% | +177.5% | +158.2% |
| 5Y | +158.5% | -37.6% | +196.1% | +173.9% |
| All | +293.8% | -2.6% | +296.4% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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