+7,105.0%
TRV vs BAX
+899.7%
+6,205.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.0% | +0.1% | +2.0% | +2.0% |
| 30D | +6.7% | +4.1% | +2.7% | +5.3% |
| 3M | +9.4% | -4.5% | +13.9% | +10.2% |
| 6M | +37.7% | +49.2% | -11.5% | +22.0% |
| YTD | +40.6% | +35.2% | +5.3% | +26.2% |
| 1Y | +42.4% | +38.3% | +4.1% | +27.0% |
| 3Y | +148.1% | -19.0% | +167.2% | +147.2% |
| 5Y | +181.7% | -64.2% | +245.9% | +248.7% |
| 10Y | +352.6% | -35.7% | +388.3% | +368.4% |
| All | +7,105.0% | +899.7% | +6,205.4% | +3,867.9% |
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 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