+958.0%
TRV vs BIL
+30.4%
+927.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.1% |
| 7D | -0.1% | +0.1% | -0.2% | +0.6% |
| 30D | -3.4% | +0.3% | -3.8% | -0.9% |
| 3M | +26.4% | +0.9% | +25.5% | +36.2% |
| 6M | +19.3% | +1.8% | +17.5% | +38.1% |
| YTD | +28.3% | +2.4% | +25.9% | +55.9% |
| 1Y | +34.3% | +3.7% | +30.6% | +80.5% |
| 3Y | +140.1% | +14.2% | +126.0% | +618.0% |
| 5Y | +155.7% | +19.4% | +136.3% | +1,033.5% |
| 10Y | +285.5% | +25.2% | +260.3% | +2,535.0% |
| All | +958.0% | +30.4% | +927.7% | +6,556.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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