+42.4%
TRV vs CTAS
+23.6%
+18.8%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.0% | +2.0% | +0.1% | +1.4% |
| 30D | +6.7% | +8.7% | -2.0% | +4.0% |
| 3M | +9.4% | +13.3% | -3.9% | +5.2% |
| 6M | +37.7% | +39.4% | -1.7% | +24.6% |
| YTD | +40.6% | +21.5% | +19.1% | +31.2% |
| 1Y | +42.4% | +21.9% | +20.5% | +32.9% |
| All | +42.4% | +23.6% | +18.8% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling