+36.3%
TRV vs BTSG
+113.2%
-76.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +2.1% |
| 7D | +1.9% | -3.3% | +5.2% | +2.0% |
| 30D | +1.7% | -1.6% | +3.3% | +1.7% |
| 3M | +23.9% | -6.9% | +30.8% | +24.2% |
| 6M | +26.3% | +42.1% | -15.8% | +26.7% |
| YTD | +30.8% | +56.8% | -26.0% | +31.0% |
| 1Y | +36.3% | +109.8% | -73.5% | +34.4% |
| All | +36.3% | +113.2% | -76.9% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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