+6,411.5%
TRV vs BTI
+6,031.1%
+380.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.5% | -1.4% | +1.9% | +0.8% |
| 30D | -4.9% | -7.0% | +2.2% | -3.2% |
| 3M | +23.7% | -6.3% | +30.1% | +25.5% |
| 6M | +20.3% | -2.0% | +22.3% | +20.5% |
| YTD | +27.1% | +0.2% | +26.9% | +26.4% |
| 1Y | +35.3% | +3.8% | +31.5% | +33.4% |
| 3Y | +139.8% | +112.1% | +27.7% | +98.7% |
| 5Y | +153.9% | +113.6% | +40.2% | +109.2% |
| 10Y | +285.9% | +69.6% | +216.2% | +226.5% |
| All | +6,411.5% | +6,031.1% | +380.4% | +3,248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling