+302.0%
TRV vs BR
+189.7%
+112.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +1.9% | -3.0% | +4.9% | +3.0% |
| 30D | +1.7% | -0.3% | +2.0% | +1.7% |
| 3M | +23.9% | +17.3% | +6.6% | +16.2% |
| 6M | +26.3% | -6.7% | +33.0% | +28.5% |
| YTD | +30.8% | -23.4% | +54.3% | +43.1% |
| 1Y | +36.3% | -32.7% | +69.0% | +56.9% |
| 3Y | +145.0% | -5.9% | +150.9% | +146.1% |
| 5Y | +163.9% | +8.4% | +155.4% | +145.4% |
| All | +302.0% | +189.7% | +112.3% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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