+1,376.8%
BAC vs TRV
+6,617.1%
-5,240.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.8% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | -0.4% | -3.4% | +3.0% | +1.9% |
| 3M | +16.9% | +26.4% | -9.5% | -1.6% |
| 6M | +26.6% | +19.3% | +7.3% | +10.7% |
| YTD | +15.8% | +28.3% | -12.5% | -4.0% |
| 1Y | +27.2% | +34.3% | -7.1% | +1.8% |
| 3Y | +132.4% | +140.1% | -7.7% | +19.5% |
| 5Y | +72.6% | +155.7% | -83.2% | -16.4% |
| 10Y | +389.7% | +285.5% | +104.2% | +74.4% |
| All | +1,376.8% | +6,617.1% | -5,240.3% | +14.4% |
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 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