+145.3%
TRV vs CSGP
-60.4%
+205.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.7% | +2.8% | -1.4% |
| 7D | -0.3% | +1.3% | -1.5% | -0.4% |
| 30D | +9.6% | +10.7% | -1.1% | +8.2% |
| 3M | +2.7% | +3.3% | -0.5% | +2.0% |
| 6M | +32.0% | -10.3% | +42.4% | +32.7% |
| YTD | +37.8% | -54.6% | +92.4% | +48.7% |
| 1Y | +45.2% | -54.6% | +99.9% | +56.6% |
| 3Y | +145.3% | -60.3% | +205.6% | +171.7% |
| All | +145.3% | -60.4% | +205.7% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling