+1,000.7%
TRV vs BR
+1,281.7%
-281.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +0.2% | -5.0% | +5.2% | +2.4% |
| 30D | -2.3% | -2.5% | +0.1% | -1.4% |
| 3M | +22.7% | +13.5% | +9.2% | +15.2% |
| 6M | +21.9% | -9.4% | +31.4% | +25.8% |
| YTD | +27.5% | -23.3% | +50.7% | +40.8% |
| 1Y | +36.2% | -31.6% | +67.8% | +58.4% |
| 3Y | +140.6% | -5.1% | +145.7% | +139.2% |
| 5Y | +154.5% | +8.2% | +146.3% | +131.8% |
| 10Y | +295.4% | +189.8% | +105.6% | +115.9% |
| All | +1,000.7% | +1,281.7% | -281.0% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling