+344.9%
TRV vs BP
+143.9%
+201.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +2.0% | +3.8% | -1.8% | +0.9% |
| 30D | +6.7% | -5.3% | +12.0% | +8.2% |
| 3M | +9.4% | +9.3% | +0.1% | +6.0% |
| 6M | +37.7% | +7.2% | +30.5% | +33.5% |
| YTD | +40.6% | +38.0% | +2.5% | +24.5% |
| 1Y | +42.4% | +33.2% | +9.2% | +27.4% |
| 3Y | +148.1% | +50.3% | +97.8% | +108.5% |
| 5Y | +181.7% | +114.1% | +67.6% | +99.9% |
| All | +344.9% | +143.9% | +201.0% | +190.9% |
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