+302.0%
TRV vs COO
+17.0%
+285.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +1.9% | -22.5% | +24.5% | +9.4% |
| 30D | +1.7% | -29.7% | +31.4% | +12.4% |
| 3M | +23.9% | -20.1% | +44.0% | +31.3% |
| 6M | +26.3% | -26.9% | +53.2% | +37.2% |
| YTD | +30.8% | -34.2% | +65.0% | +46.6% |
| 1Y | +36.3% | -21.3% | +57.6% | +43.7% |
| 3Y | +145.0% | -38.7% | +183.7% | +170.9% |
| 5Y | +163.9% | -52.2% | +216.1% | +216.5% |
| All | +302.0% | +17.0% | +285.0% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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