+392.9%
BAC vs TRV
+306.9%
+86.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -1.1% |
| 7D | 0.0% | +1.9% | -1.9% | -1.2% |
| 30D | -2.8% | +1.7% | -4.5% | -3.9% |
| 3M | +14.2% | +23.9% | -9.7% | -1.8% |
| 6M | +30.5% | +26.3% | +4.3% | +10.5% |
| YTD | +15.8% | +30.8% | -15.0% | -4.6% |
| 1Y | +26.2% | +36.3% | -10.2% | +0.7% |
| 3Y | +136.5% | +145.0% | -8.5% | +18.5% |
| 5Y | +75.9% | +163.9% | -87.9% | -18.6% |
| All | +392.9% | +306.9% | +86.0% | +67.0% |
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