+848.9%
TRV vs BAH
+886.2%
-37.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.0% |
| 7D | -0.1% | -3.2% | +3.1% | +0.5% |
| 30D | -3.4% | +2.0% | -5.4% | -3.9% |
| 3M | +26.4% | -7.6% | +34.0% | +27.9% |
| 6M | +19.3% | -5.7% | +25.0% | +19.7% |
| YTD | +28.3% | -11.7% | +40.1% | +29.5% |
| 1Y | +34.3% | -27.4% | +61.6% | +40.9% |
| 3Y | +140.1% | -32.5% | +172.7% | +148.1% |
| 5Y | +155.7% | -3.3% | +159.1% | +138.3% |
| 10Y | +285.5% | +186.0% | +99.6% | +182.8% |
| All | +848.9% | +886.2% | -37.3% | +418.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling