+7,105.1%
TRV vs BN
+15,531.3%
-8,426.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +2.0% | -1.0% | +3.0% | +2.3% |
| 30D | +6.7% | +14.0% | -7.2% | +2.2% |
| 3M | +9.4% | -9.0% | +18.4% | +12.4% |
| 6M | +37.7% | -8.8% | +46.5% | +41.0% |
| YTD | +40.6% | -10.3% | +50.8% | +43.5% |
| 1Y | +42.4% | -5.8% | +48.2% | +43.0% |
| 3Y | +148.1% | +94.8% | +53.3% | +91.2% |
| 5Y | +181.7% | +31.5% | +150.2% | +139.6% |
| 10Y | +352.6% | +291.9% | +60.7% | +164.8% |
| All | +7,105.1% | +15,531.3% | -8,426.3% | +2,006.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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