+1,008.9%
BE vs TRV
+247.4%
+761.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.0% | +10.6% | +10.1% |
| 7D | +29.8% | +0.5% | +29.3% | +29.4% |
| 30D | +26.4% | -4.9% | +31.2% | +29.1% |
| 3M | +9.3% | +23.7% | -14.4% | -3.7% |
| 6M | +105.1% | +20.3% | +84.7% | +81.8% |
| YTD | +219.0% | +27.1% | +192.0% | +172.1% |
| 1Y | +418.8% | +35.3% | +383.4% | +322.7% |
| 3Y | +1,784.6% | +139.8% | +1,644.8% | +937.8% |
| 5Y | +1,251.0% | +153.9% | +1,097.1% | +589.7% |
| All | +1,008.9% | +247.4% | +761.5% | +326.8% |
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