-1.5%
BAC vs TRV
+54.4%
-55.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +3.3% |
| 7D | +1.5% | +3.9% | -2.3% | +0.8% |
| 30D | -4.4% | +13.5% | -17.8% | -6.5% |
| 3M | -17.5% | +8.9% | -26.4% | -18.8% |
| 6M | -0.1% | +36.8% | -36.8% | -6.7% |
| YTD | -4.6% | +42.7% | -47.3% | -12.2% |
| 1Y | -1.5% | +49.9% | -51.4% | -9.9% |
| All | -1.5% | +54.4% | -55.9% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling