+6,477.2%
TRV vs BP
+1,327.5%
+5,149.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -0.1% | +3.9% | -4.1% | -1.4% |
| 30D | -3.4% | +7.6% | -11.0% | -5.8% |
| 3M | +26.4% | +0.7% | +25.7% | +25.3% |
| 6M | +19.3% | +15.5% | +3.8% | +12.7% |
| YTD | +28.3% | +30.8% | -2.5% | +16.0% |
| 1Y | +34.3% | +34.3% | 0.0% | +20.0% |
| 3Y | +140.1% | +35.1% | +105.1% | +109.7% |
| 5Y | +155.7% | +126.8% | +28.9% | +83.1% |
| 10Y | +285.5% | +123.4% | +162.2% | +163.1% |
| All | +6,477.2% | +1,327.5% | +5,149.7% | +2,923.8% |
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 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