+33.5%
TRV vs COR
+8.8%
+24.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.6% |
| 7D | -1.5% | -4.8% | +3.3% | -0.9% |
| 30D | -1.8% | -3.7% | +1.9% | -1.4% |
| 3M | +21.6% | +14.3% | +7.2% | +20.2% |
| 6M | +22.5% | -8.5% | +30.9% | +22.0% |
| YTD | +28.1% | -4.4% | +32.6% | +26.1% |
| All | +33.5% | +8.8% | +24.8% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling