+293.8%
TRV vs BAX
-37.2%
+331.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -1.5% | -5.4% | +4.0% | -0.2% |
| 30D | -1.8% | -12.4% | +10.6% | +1.3% |
| 3M | +21.6% | +19.1% | +2.5% | +15.5% |
| 6M | +22.5% | +38.6% | -16.2% | +11.5% |
| YTD | +28.1% | +26.7% | +1.4% | +18.3% |
| 1Y | +37.0% | +1.0% | +36.0% | +33.6% |
| 3Y | +141.9% | -33.9% | +175.8% | +157.6% |
| 5Y | +158.5% | -67.0% | +225.5% | +253.8% |
| All | +293.8% | -37.2% | +331.0% | +360.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling