+6,477.2%
TRV vs BBWI
+1,034.6%
+5,442.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -1.9% |
| 7D | -0.1% | +1.5% | -1.7% | -0.5% |
| 30D | -3.4% | -5.2% | +1.8% | -2.7% |
| 3M | +26.4% | +11.1% | +15.3% | +23.0% |
| 6M | +19.3% | -13.4% | +32.7% | +20.5% |
| YTD | +28.3% | +0.1% | +28.2% | +25.4% |
| 1Y | +34.3% | -36.1% | +70.4% | +41.1% |
| 3Y | +140.1% | -44.1% | +184.2% | +147.3% |
| 5Y | +155.7% | -66.2% | +222.0% | +178.4% |
| 10Y | +285.5% | -54.8% | +340.3% | +239.5% |
| All | +6,477.2% | +1,034.6% | +5,442.5% | +2,256.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling