+6,467.7%
TRV vs BDX
+5,136.8%
+1,330.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | -1.5% | -5.4% | +3.9% | +0.2% |
| 30D | -1.8% | -2.2% | +0.4% | -1.2% |
| 3M | +21.6% | +20.1% | +1.5% | +14.7% |
| 6M | +22.5% | +9.1% | +13.4% | +18.6% |
| YTD | +28.1% | +17.9% | +10.3% | +21.0% |
| 1Y | +37.0% | +22.1% | +15.0% | +27.8% |
| 3Y | +141.9% | -10.5% | +152.4% | +143.9% |
| 5Y | +158.5% | -2.6% | +161.1% | +151.6% |
| 10Y | +297.5% | +57.5% | +240.1% | +227.9% |
| All | +6,467.7% | +5,136.8% | +1,330.9% | +2,131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling