+7,104.2%
TRV vs CP
+7,941.4%
-837.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | +8.0% | +10.3% | -2.3% | +4.6% |
| 3M | +9.3% | +2.3% | +7.0% | +8.4% |
| 6M | +36.2% | +10.7% | +25.5% | +31.5% |
| YTD | +40.6% | +29.3% | +11.3% | +28.5% |
| 1Y | +43.1% | +31.5% | +11.6% | +30.0% |
| 3Y | +149.6% | +36.7% | +112.9% | +120.4% |
| 5Y | +181.6% | +26.8% | +154.9% | +151.5% |
| 10Y | +352.5% | +260.1% | +92.4% | +186.5% |
| All | +7,104.2% | +7,941.4% | -837.2% | +1,673.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling