+1,264.4%
BE vs TRV
+162.8%
+1,101.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.1% | +4.6% | +6.5% |
| 7D | +9.0% | +1.9% | +7.1% | +8.9% |
| 30D | +16.3% | +1.7% | +14.6% | +16.1% |
| 3M | +10.8% | +23.9% | -13.1% | +6.3% |
| 6M | +73.2% | +26.3% | +46.9% | +64.9% |
| YTD | +217.4% | +30.8% | +186.5% | +198.1% |
| 1Y | +309.8% | +36.3% | +273.5% | +278.0% |
| 3Y | +1,726.2% | +145.0% | +1,581.1% | +1,246.4% |
| All | +1,264.4% | +162.8% | +1,101.6% | +894.1% |
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