+154.4%
TRV vs BTI
+116.5%
+37.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.2% |
| 7D | -1.5% | -2.0% | +0.5% | -0.9% |
| 30D | -1.8% | -3.4% | +1.6% | -0.7% |
| 3M | +21.6% | -9.0% | +30.6% | +24.9% |
| 6M | +22.5% | -5.0% | +27.5% | +23.8% |
| YTD | +28.1% | -0.3% | +28.5% | +27.3% |
| 1Y | +37.0% | +3.1% | +33.9% | +34.4% |
| 3Y | +141.9% | +111.0% | +30.9% | +81.9% |
| All | +154.4% | +116.5% | +37.9% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling