+138.7%
TRV vs COR
+85.9%
+52.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.2% | -3.9% | +4.1% | +0.9% |
| 30D | -2.3% | -0.3% | -2.0% | -2.3% |
| 3M | +22.7% | +15.9% | +6.8% | +19.4% |
| 6M | +21.9% | -10.3% | +32.2% | +24.0% |
| YTD | +27.5% | -3.7% | +31.2% | +26.9% |
| 1Y | +36.2% | +9.1% | +27.2% | +30.9% |
| All | +138.7% | +85.9% | +52.8% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling