+6,961.6%
TRV vs CP
+7,892.9%
-931.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.7% |
| 7D | -0.9% | +2.8% | -3.7% | -1.8% |
| 30D | +7.2% | +11.3% | -4.2% | +3.5% |
| 3M | +3.2% | +2.9% | +0.3% | +2.1% |
| 6M | +33.6% | +9.8% | +23.8% | +29.3% |
| YTD | +37.8% | +28.5% | +9.3% | +26.2% |
| 1Y | +43.4% | +33.5% | +9.9% | +29.7% |
| 3Y | +146.7% | +31.9% | +114.7% | +120.3% |
| 5Y | +176.1% | +25.5% | +150.6% | +147.4% |
| 10Y | +357.4% | +257.6% | +99.8% | +190.2% |
| All | +6,961.6% | +7,892.9% | -931.4% | +1,642.0% |
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