+293.8%
TRV vs BBWI
-57.7%
+351.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -1.5% | -8.0% | +6.5% | -0.5% |
| 30D | -1.8% | -6.6% | +4.8% | -1.2% |
| 3M | +21.6% | -2.7% | +24.3% | +21.4% |
| 6M | +22.5% | -12.8% | +35.2% | +23.2% |
| YTD | +28.1% | -10.5% | +38.6% | +28.0% |
| 1Y | +37.0% | -35.3% | +72.4% | +41.5% |
| 3Y | +141.9% | -47.7% | +189.6% | +149.3% |
| 5Y | +158.5% | -68.9% | +227.4% | +178.6% |
| All | +293.8% | -57.7% | +351.5% | +255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling