+214.5%
BAC vs TRV
+350.5%
-136.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -6.4% | +8.0% | -14.4% | -11.1% |
| 3M | -21.7% | +9.3% | -31.0% | -26.3% |
| 6M | +0.5% | +36.2% | -35.7% | -19.2% |
| YTD | -6.7% | +40.6% | -47.3% | -26.9% |
| 1Y | -4.7% | +43.1% | -47.7% | -26.3% |
| 3Y | +96.1% | +149.6% | -53.5% | -2.9% |
| 5Y | +21.7% | +181.6% | -160.0% | -46.4% |
| All | +214.5% | +350.5% | -136.1% | +3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling