+1,152.8%
TRV vs BTG
+371.8%
+781.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | -1.5% | -5.5% | +4.0% | -1.4% |
| 30D | -1.8% | +6.1% | -7.9% | -1.9% |
| 3M | +21.6% | +38.6% | -17.1% | +20.8% |
| 6M | +22.5% | +0.7% | +21.8% | +22.3% |
| YTD | +28.1% | +20.3% | +7.8% | +27.4% |
| 1Y | +37.0% | +25.0% | +12.0% | +36.0% |
| 3Y | +141.9% | +97.3% | +44.6% | +137.4% |
| 5Y | +158.5% | +78.3% | +80.2% | +153.7% |
| 10Y | +297.5% | +151.6% | +145.9% | +288.4% |
| All | +1,152.8% | +371.8% | +781.0% | +1,168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 all: compounded portfolio wealth divided by compounded BTG 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…
all analysis · Full analysis span regression · 6 months rolling