+159.7%
TRV vs BB
-26.5%
+186.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +2.0% |
| 7D | +1.9% | -0.4% | +2.3% | +1.9% |
| 30D | +1.7% | -12.5% | +14.3% | +2.0% |
| 3M | +23.9% | -17.4% | +41.3% | +24.1% |
| 6M | +26.3% | +119.1% | -92.9% | +22.0% |
| YTD | +30.8% | +102.4% | -71.6% | +26.7% |
| 1Y | +36.3% | +98.2% | -61.9% | +31.9% |
| 3Y | +145.0% | +46.9% | +98.1% | +137.3% |
| All | +159.7% | -26.5% | +186.1% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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