+85.7%
TRV vs BTSG
+389.4%
-303.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +2.0% |
| 7D | +1.9% | -3.3% | +5.2% | +2.2% |
| 30D | +1.7% | -1.6% | +3.3% | +1.8% |
| 3M | +23.9% | -6.9% | +30.8% | +24.2% |
| 6M | +26.3% | +42.1% | -15.8% | +21.8% |
| YTD | +30.8% | +56.8% | -26.0% | +24.8% |
| 1Y | +36.3% | +109.8% | -73.5% | +25.7% |
| All | +85.7% | +389.4% | -303.7% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling