+49.9%
TRV vs BRO
-3.6%
+53.4%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.5% | -1.0% | +2.1% |
| 7D | +3.9% | +12.4% | -8.6% | +0.2% |
| 30D | +13.5% | +21.6% | -8.1% | +6.8% |
| 3M | +8.9% | +4.3% | +4.6% | +7.2% |
| 6M | +36.8% | +29.2% | +7.6% | +26.5% |
| YTD | +42.7% | -6.4% | +49.0% | +42.5% |
| 1Y | +49.9% | -5.3% | +55.2% | +49.0% |
| All | +49.9% | -3.6% | +53.4% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling