+153.9%
TRV vs CMS
+26.5%
+127.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +0.5% | +1.2% | -0.7% | 0.0% |
| 30D | -4.9% | -3.2% | -1.7% | -3.8% |
| 3M | +23.7% | -2.2% | +26.0% | +24.8% |
| 6M | +20.3% | -9.4% | +29.7% | +24.5% |
| YTD | +27.1% | +0.7% | +26.4% | +26.5% |
| 1Y | +35.3% | +0.4% | +35.0% | +34.9% |
| 3Y | +139.8% | +35.2% | +104.6% | +119.6% |
| 5Y | +153.9% | +24.1% | +129.7% | +131.9% |
| All | +153.9% | +26.5% | +127.4% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 5y: compounded portfolio wealth divided by compounded CMS 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…
5y analysis · Full analysis span regression · 6 months rolling