+20.6%
BAC vs TRV
+178.6%
-158.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.9% | -2.4% | +0.5% | -0.8% |
| 30D | -7.2% | +7.5% | -14.6% | -10.1% |
| 3M | -20.4% | +6.7% | -27.1% | -22.8% |
| 6M | +1.3% | +35.5% | -34.2% | -12.5% |
| YTD | -6.4% | +39.3% | -45.7% | -20.4% |
| 1Y | -3.5% | +41.8% | -45.3% | -18.7% |
| 3Y | +96.7% | +147.3% | -50.6% | +18.5% |
| 5Y | +20.6% | +178.3% | -157.7% | -35.2% |
| All | +20.6% | +178.6% | -158.0% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling