+302.0%
TRV vs BG
+166.7%
+135.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.6% |
| 7D | +1.9% | +3.1% | -1.2% | +1.0% |
| 30D | +1.7% | +10.2% | -8.5% | -1.3% |
| 3M | +23.9% | -1.7% | +25.6% | +23.9% |
| 6M | +26.3% | +1.0% | +25.3% | +24.7% |
| YTD | +30.8% | +39.9% | -9.1% | +16.3% |
| 1Y | +36.3% | +53.2% | -16.9% | +16.9% |
| 3Y | +145.0% | +16.3% | +128.7% | +126.0% |
| 5Y | +163.9% | +83.9% | +80.0% | +98.7% |
| All | +302.0% | +166.7% | +135.3% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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