+302.0%
TRV vs BRO
+294.2%
+7.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +1.9% | -7.3% | +9.3% | +6.1% |
| 30D | +1.7% | -6.9% | +8.6% | +5.4% |
| 3M | +23.9% | +10.7% | +13.2% | +16.4% |
| 6M | +26.3% | -2.7% | +29.0% | +26.6% |
| YTD | +30.8% | -16.3% | +47.1% | +41.8% |
| 1Y | +36.3% | -29.1% | +65.4% | +61.9% |
| 3Y | +145.0% | -7.8% | +152.8% | +145.3% |
| 5Y | +163.9% | +18.7% | +145.1% | +113.6% |
| All | +302.0% | +294.2% | +7.8% | +67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling