+148.1%
TRV vs BAH
-26.6%
+174.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +0.1% | -2.6% | +2.6% | +0.3% |
| 30D | +8.0% | +20.4% | -12.3% | +6.3% |
| 3M | +9.3% | +11.9% | -2.6% | +8.1% |
| 6M | +36.2% | +17.1% | +19.1% | +33.7% |
| YTD | +40.6% | +5.5% | +35.0% | +38.2% |
| 1Y | +43.1% | +5.6% | +37.5% | +40.6% |
| All | +148.1% | -26.6% | +174.7% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling