+344.9%
TRV vs CP
+257.3%
+87.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.0% | +2.1% | -0.1% | +1.1% |
| 30D | +6.7% | +9.3% | -2.6% | +2.9% |
| 3M | +9.4% | +0.5% | +8.9% | +9.0% |
| 6M | +37.7% | +10.4% | +27.3% | +31.8% |
| YTD | +40.6% | +28.7% | +11.9% | +25.6% |
| 1Y | +42.4% | +33.2% | +9.3% | +25.3% |
| 3Y | +148.1% | +38.4% | +109.7% | +108.4% |
| 5Y | +181.7% | +26.2% | +155.5% | +140.9% |
| All | +344.9% | +257.3% | +87.6% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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