+154.5%
TRV vs BP
+141.6%
+12.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | 0.0% |
| 7D | +0.2% | +4.0% | -3.8% | -0.4% |
| 30D | -2.3% | +7.8% | -10.2% | -3.5% |
| 3M | +22.7% | +8.4% | +14.3% | +20.8% |
| 6M | +21.9% | +15.1% | +6.9% | +18.3% |
| YTD | +27.5% | +36.4% | -8.9% | +19.3% |
| 1Y | +36.2% | +40.9% | -4.7% | +26.4% |
| 3Y | +140.6% | +38.8% | +101.7% | +121.7% |
| 5Y | +154.5% | +141.1% | +13.4% | +89.9% |
| All | +154.5% | +141.6% | +12.9% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling