+302.0%
TRV vs BP
+137.7%
+164.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.1% |
| 7D | +1.9% | +5.2% | -3.3% | +0.4% |
| 30D | +1.7% | +8.7% | -7.0% | -0.9% |
| 3M | +23.9% | +9.3% | +14.5% | +19.9% |
| 6M | +26.3% | +13.6% | +12.7% | +20.1% |
| YTD | +30.8% | +37.7% | -6.9% | +16.3% |
| 1Y | +36.3% | +40.6% | -4.3% | +20.0% |
| 3Y | +145.0% | +40.3% | +104.7% | +111.4% |
| 5Y | +163.9% | +141.4% | +22.5% | +78.7% |
| All | +302.0% | +137.7% | +164.3% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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