+939.3%
TRV vs BAH
+1,079.0%
-139.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +0.1% | -2.6% | +2.6% | +0.6% |
| 30D | +8.0% | +20.4% | -12.3% | +3.9% |
| 3M | +9.3% | +11.9% | -2.6% | +6.5% |
| 6M | +36.2% | +17.1% | +19.1% | +30.8% |
| YTD | +40.6% | +5.5% | +35.0% | +36.5% |
| 1Y | +43.1% | +5.6% | +37.5% | +38.6% |
| 3Y | +149.6% | -26.5% | +176.1% | +154.3% |
| 5Y | +181.6% | +6.5% | +175.2% | +158.3% |
| 10Y | +352.5% | +203.0% | +149.5% | +227.6% |
| All | +939.3% | +1,079.0% | -139.7% | +446.0% |
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