+7,104.2%
TRV vs BP
+1,393.0%
+5,711.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.6% |
| 7D | +0.1% | +2.5% | -2.4% | -0.7% |
| 30D | +8.0% | -5.6% | +13.6% | +9.7% |
| 3M | +9.3% | +8.0% | +1.2% | +6.2% |
| 6M | +36.2% | +5.7% | +30.5% | +32.5% |
| YTD | +40.6% | +36.8% | +3.7% | +24.9% |
| 1Y | +43.1% | +30.7% | +12.3% | +28.7% |
| 3Y | +149.6% | +51.6% | +98.0% | +109.7% |
| 5Y | +181.6% | +112.2% | +69.4% | +106.1% |
| 10Y | +352.5% | +138.6% | +213.9% | +201.7% |
| All | +7,104.2% | +1,393.0% | +5,711.1% | +3,154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling