+1,821.9%
BA vs TRV
+6,617.1%
-4,795.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.4% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -11.6% | -3.4% | -8.2% | -10.3% |
| 3M | -2.4% | +26.4% | -28.8% | -12.6% |
| 6M | -6.6% | +19.3% | -25.9% | -14.3% |
| YTD | -2.2% | +28.3% | -30.6% | -13.5% |
| 1Y | -8.0% | +34.3% | -42.3% | -20.5% |
| 3Y | -5.0% | +140.1% | -145.1% | -38.4% |
| 5Y | -2.7% | +155.7% | -158.4% | -39.2% |
| 10Y | +75.9% | +285.5% | -209.7% | -5.6% |
| All | +1,821.9% | +6,617.1% | -4,795.2% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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