+1,093.8%
BAC vs TRV
+7,189.6%
-6,095.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -1.9% | -2.4% | +0.5% | -0.2% |
| 30D | -7.2% | +7.5% | -14.6% | -11.7% |
| 3M | -20.4% | +6.7% | -27.1% | -24.1% |
| 6M | +1.3% | +35.5% | -34.2% | -18.9% |
| YTD | -6.4% | +39.3% | -45.7% | -26.8% |
| 1Y | -3.5% | +41.8% | -45.3% | -25.5% |
| 3Y | +96.7% | +147.3% | -50.6% | -0.8% |
| 5Y | +20.6% | +178.3% | -157.7% | -44.9% |
| 10Y | +233.0% | +348.3% | -115.3% | +7.0% |
| All | +1,093.8% | +7,189.6% | -6,095.7% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling