+6,477.2%
TRV vs BAX
+900.4%
+5,576.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.6% |
| 7D | -0.1% | -1.1% | +1.0% | +0.1% |
| 30D | -3.4% | -5.5% | +2.0% | -2.0% |
| 3M | +26.4% | +33.5% | -7.1% | +16.0% |
| 6M | +19.3% | +35.9% | -16.6% | +8.4% |
| YTD | +28.3% | +35.4% | -7.0% | +15.7% |
| 1Y | +34.3% | +9.8% | +24.5% | +27.3% |
| 3Y | +140.1% | -32.7% | +172.9% | +152.5% |
| 5Y | +155.7% | -65.6% | +221.3% | +221.5% |
| 10Y | +285.5% | -34.9% | +320.5% | +299.1% |
| All | +6,477.2% | +900.4% | +5,576.7% | +3,537.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling