+182.6%
TRV vs BTDR
+19.6%
+163.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.7% | +2.1% |
| 7D | +1.9% | -3.4% | +5.3% | +1.9% |
| 30D | +1.7% | +32.6% | -30.9% | +1.8% |
| 3M | +23.9% | -32.2% | +56.1% | +24.0% |
| 6M | +26.3% | +52.4% | -26.1% | +26.2% |
| YTD | +30.8% | +6.7% | +24.1% | +30.7% |
| 1Y | +36.3% | -15.2% | +51.6% | +36.0% |
| 3Y | +145.0% | +14.9% | +130.1% | +143.8% |
| 5Y | +163.9% | +20.8% | +143.1% | +167.0% |
| All | +182.6% | +19.6% | +163.0% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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