+1,102.1%
BAC vs TRV
+7,258.3%
-6,156.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.2% | +2.0% | +1.2% | +1.8% |
| 30D | -0.7% | +6.7% | -7.4% | -5.1% |
| 3M | -20.0% | +9.4% | -29.3% | -25.0% |
| 6M | +3.4% | +37.7% | -34.3% | -18.1% |
| YTD | -5.7% | +40.6% | -46.3% | -26.7% |
| 1Y | -1.4% | +42.4% | -43.9% | -24.2% |
| 3Y | +97.9% | +148.1% | -50.2% | -0.4% |
| 5Y | +22.9% | +181.7% | -158.8% | -44.3% |
| 10Y | +235.3% | +352.6% | -117.2% | +7.1% |
| All | +1,102.1% | +7,258.3% | -6,156.3% | -12.7% |
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