+283.9%
TRV vs CSGP
+44.3%
+239.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | -0.1% | -4.1% | +3.9% | +0.6% |
| 30D | -3.4% | +2.3% | -5.7% | -4.1% |
| 3M | +26.4% | -8.2% | +34.6% | +27.8% |
| 6M | +19.3% | -35.1% | +54.4% | +28.7% |
| YTD | +28.3% | -54.0% | +82.4% | +47.5% |
| 1Y | +34.3% | -65.3% | +99.6% | +63.6% |
| 3Y | +140.1% | -62.6% | +202.7% | +182.0% |
| 5Y | +155.7% | -64.8% | +220.5% | +199.6% |
| All | +283.9% | +44.3% | +239.6% | +241.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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