+34.3%
TRV vs BTI
+5.0%
+29.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -0.1% | -1.4% | +1.2% | +0.2% |
| 30D | -3.4% | -6.6% | +3.2% | -2.0% |
| 3M | +26.4% | -3.0% | +29.4% | +27.2% |
| 6M | +19.3% | -6.7% | +26.0% | +20.7% |
| YTD | +28.3% | +0.6% | +27.8% | +29.4% |
| 1Y | +34.3% | +5.6% | +28.7% | +36.3% |
| All | +34.3% | +5.0% | +29.3% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling