+348.3%
TRV vs CP
+251.7%
+96.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.4% | -0.7% | -1.7% | -2.1% |
| 30D | +7.5% | +9.6% | -2.2% | +3.5% |
| 3M | +6.7% | +2.2% | +4.5% | +5.6% |
| 6M | +35.5% | +11.1% | +24.4% | +29.3% |
| YTD | +39.3% | +28.2% | +11.1% | +24.6% |
| 1Y | +41.8% | +32.2% | +9.6% | +25.1% |
| 3Y | +147.3% | +35.5% | +111.8% | +109.7% |
| 5Y | +178.3% | +26.8% | +151.5% | +137.4% |
| 10Y | +348.3% | +256.9% | +91.4% | +163.7% |
| All | +348.3% | +251.7% | +96.6% | +163.7% |
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