+161.8%
TRV vs BROS
+35.1%
+126.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +2.0% |
| 7D | +1.9% | -5.8% | +7.7% | +2.1% |
| 30D | +1.7% | -14.0% | +15.7% | +2.1% |
| 3M | +23.9% | -32.5% | +56.4% | +25.1% |
| 6M | +26.3% | -14.9% | +41.2% | +26.6% |
| YTD | +30.8% | -28.3% | +59.1% | +31.7% |
| 1Y | +36.3% | -34.0% | +70.3% | +37.5% |
| 3Y | +145.0% | +63.0% | +82.1% | +141.5% |
| All | +161.8% | +35.1% | +126.8% | +161.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling