+302.0%
TRV vs BLK
+283.5%
+18.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.4% |
| 7D | +1.9% | -3.3% | +5.2% | +3.3% |
| 30D | +1.7% | -6.5% | +8.2% | +4.4% |
| 3M | +23.9% | +6.7% | +17.1% | +20.0% |
| 6M | +26.3% | +14.7% | +11.5% | +18.3% |
| YTD | +30.8% | +2.5% | +28.3% | +27.5% |
| 1Y | +36.3% | -2.8% | +39.1% | +35.4% |
| 3Y | +145.0% | +65.9% | +79.2% | +89.1% |
| 5Y | +163.9% | +33.0% | +130.9% | +120.3% |
| All | +302.0% | +283.5% | +18.5% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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