+159.7%
TRV vs BAX
-68.1%
+227.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.3% |
| 7D | +1.9% | -7.9% | +9.8% | +3.1% |
| 30D | +1.7% | -11.7% | +13.4% | +3.4% |
| 3M | +23.9% | +16.2% | +7.7% | +20.6% |
| 6M | +26.3% | +32.0% | -5.7% | +20.5% |
| YTD | +30.8% | +24.7% | +6.1% | +25.2% |
| 1Y | +36.3% | -2.6% | +39.0% | +35.0% |
| 3Y | +145.0% | -35.0% | +180.0% | +155.1% |
| All | +159.7% | -68.1% | +227.7% | +216.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling