+96.6%
BAC vs TRV
+147.5%
-51.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.9% | -2.4% | +0.5% | -1.1% |
| 30D | -7.2% | +7.5% | -14.6% | -9.1% |
| 3M | -20.4% | +6.7% | -27.1% | -22.0% |
| 6M | +1.3% | +35.5% | -34.2% | -8.2% |
| YTD | -6.4% | +39.3% | -45.7% | -16.1% |
| 1Y | -3.5% | +41.8% | -45.3% | -14.1% |
| All | +96.6% | +147.5% | -51.0% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling