+140.0%
TRV vs BTI
+108.0%
+32.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.3% |
| 7D | -1.5% | -2.0% | +0.5% | -1.0% |
| 30D | -1.8% | -3.4% | +1.6% | -1.0% |
| 3M | +21.6% | -9.0% | +30.6% | +24.2% |
| 6M | +22.5% | -5.0% | +27.5% | +23.6% |
| YTD | +28.1% | -0.3% | +28.5% | +27.8% |
| 1Y | +37.0% | +3.1% | +33.9% | +35.4% |
| All | +140.0% | +108.0% | +32.1% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling