+1,490.7%
TRV vs BG
+1,181.2%
+309.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.2% | +0.5% | -0.3% | 0.0% |
| 30D | -2.3% | +10.3% | -12.7% | -5.2% |
| 3M | +22.7% | -1.9% | +24.6% | +22.7% |
| 6M | +21.9% | +5.2% | +16.7% | +19.1% |
| YTD | +27.5% | +41.2% | -13.7% | +14.1% |
| 1Y | +36.2% | +50.5% | -14.3% | +18.9% |
| 3Y | +140.6% | +19.9% | +120.7% | +120.2% |
| 5Y | +154.5% | +86.7% | +67.8% | +99.7% |
| 10Y | +295.4% | +167.5% | +127.9% | +164.5% |
| All | +1,490.7% | +1,181.2% | +309.5% | +600.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling