+148.1%
TRV vs CSGP
-62.0%
+210.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +0.1% | -6.1% | +6.2% | +0.8% |
| 30D | +8.0% | +0.3% | +7.7% | +7.8% |
| 3M | +9.3% | -1.3% | +10.6% | +9.0% |
| 6M | +36.2% | -8.9% | +45.1% | +36.7% |
| YTD | +40.6% | -55.2% | +95.8% | +51.9% |
| 1Y | +43.1% | -56.4% | +99.5% | +55.0% |
| All | +148.1% | -62.0% | +210.1% | +174.9% |
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