+159.7%
TRV vs BDX
-2.2%
+161.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | +1.9% | -3.2% | +5.1% | +2.7% |
| 30D | +1.7% | -2.5% | +4.3% | +2.3% |
| 3M | +23.9% | +21.4% | +2.5% | +17.6% |
| 6M | +26.3% | +10.4% | +15.9% | +22.6% |
| YTD | +30.8% | +18.8% | +12.0% | +24.4% |
| 1Y | +36.3% | +21.7% | +14.6% | +28.7% |
| 3Y | +145.0% | -10.0% | +155.0% | +149.4% |
| All | +159.7% | -2.2% | +161.9% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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