+145.0%
TRV vs CLX
-36.5%
+181.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.3% |
| 7D | +1.9% | -5.7% | +7.6% | +3.2% |
| 30D | +1.7% | -17.0% | +18.7% | +5.7% |
| 3M | +23.9% | -9.7% | +33.6% | +26.1% |
| 6M | +26.3% | -19.8% | +46.1% | +31.9% |
| YTD | +30.8% | -9.8% | +40.7% | +32.1% |
| 1Y | +36.3% | -26.2% | +62.5% | +45.2% |
| 3Y | +145.0% | -36.2% | +181.2% | +156.6% |
| All | +145.0% | -36.5% | +181.5% | +156.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling