+6,477.2%
TRV vs COO
+5,988.7%
+488.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -0.1% | -2.2% | +2.1% | 0.0% |
| 30D | -3.4% | -7.0% | +3.6% | -2.9% |
| 3M | +26.4% | +12.2% | +14.2% | +25.3% |
| 6M | +19.3% | -15.1% | +34.4% | +20.6% |
| YTD | +28.3% | -15.1% | +43.4% | +29.7% |
| 1Y | +34.3% | +2.3% | +31.9% | +33.8% |
| 3Y | +140.1% | -23.7% | +163.8% | +143.0% |
| 5Y | +155.7% | -38.9% | +194.7% | +161.7% |
| 10Y | +285.5% | +49.9% | +235.6% | +273.6% |
| All | +6,477.2% | +5,988.7% | +488.5% | +5,622.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling