+148.1%
TRV vs BAX
-18.0%
+166.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.0% | +0.1% | +2.0% | +2.0% |
| 30D | +6.7% | +4.1% | +2.7% | +6.2% |
| 3M | +9.4% | -4.5% | +13.9% | +9.8% |
| 6M | +37.7% | +49.2% | -11.5% | +30.7% |
| YTD | +40.6% | +35.2% | +5.3% | +34.2% |
| 1Y | +42.4% | +38.3% | +4.1% | +35.6% |
| 3Y | +148.1% | -19.0% | +167.2% | +154.2% |
| All | +148.1% | -18.0% | +166.1% | +154.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling