+293.8%
TRV vs BWA
+153.1%
+140.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -1.8% | -5.5% | +3.7% | -0.6% |
| 3M | +21.6% | -7.6% | +29.2% | +23.3% |
| 6M | +22.5% | +25.0% | -2.5% | +13.7% |
| YTD | +28.1% | +47.0% | -18.8% | +12.3% |
| 1Y | +37.0% | +54.0% | -17.0% | +18.2% |
| 3Y | +141.9% | +70.7% | +71.2% | +97.3% |
| 5Y | +158.5% | +86.7% | +71.8% | +98.5% |
| All | +293.8% | +153.1% | +140.8% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling