+138.7%
TRV vs BROS
+62.9%
+75.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | +0.2% | -6.6% | +6.8% | +0.5% |
| 30D | -2.3% | -12.3% | +10.0% | -1.8% |
| 3M | +22.7% | -22.2% | +44.9% | +23.9% |
| 6M | +21.9% | -14.3% | +36.2% | +22.4% |
| YTD | +27.5% | -26.6% | +54.0% | +28.7% |
| 1Y | +36.2% | -31.5% | +67.7% | +37.9% |
| All | +138.7% | +62.9% | +75.8% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling