+1,783.8%
TRV vs CSGP
+3,270.0%
-1,486.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.9% |
| 7D | +1.4% | -3.2% | +4.5% | +1.8% |
| 30D | +8.7% | +2.2% | +6.5% | +8.0% |
| 3M | +7.1% | -3.7% | +10.7% | +7.0% |
| 6M | +35.5% | -7.4% | +42.9% | +35.9% |
| YTD | +39.7% | -54.9% | +94.6% | +55.2% |
| 1Y | +44.1% | -54.9% | +99.0% | +59.9% |
| 3Y | +148.1% | -61.9% | +210.0% | +179.2% |
| 5Y | +178.6% | -63.1% | +241.7% | +209.0% |
| 10Y | +352.5% | +65.1% | +287.4% | +296.2% |
| All | +1,783.8% | +3,270.0% | -1,486.2% | +1,013.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling