+293.8%
TRV vs COR
+405.5%
-111.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.8% |
| 7D | -1.5% | -4.8% | +3.3% | +0.1% |
| 30D | -1.8% | -3.7% | +1.9% | -0.7% |
| 3M | +21.6% | +14.3% | +7.2% | +16.3% |
| 6M | +22.5% | -8.5% | +30.9% | +24.9% |
| YTD | +28.1% | -4.4% | +32.6% | +28.0% |
| 1Y | +37.0% | +9.1% | +27.9% | +30.4% |
| 3Y | +141.9% | +85.2% | +56.7% | +89.0% |
| 5Y | +158.5% | +180.7% | -22.2% | +72.7% |
| All | +293.8% | +405.5% | -111.7% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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