+139.2%
TRV vs BWA
+68.2%
+71.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -1.8% | -0.1% | -1.8% | -1.8% |
| 30D | -2.1% | -5.5% | +3.3% | -1.8% |
| 3M | +21.2% | -7.6% | +28.8% | +21.8% |
| 6M | +22.0% | +25.0% | -2.9% | +18.3% |
| YTD | +27.7% | +47.0% | -19.2% | +20.2% |
| 1Y | +36.6% | +54.0% | -17.4% | +27.5% |
| All | +139.2% | +68.2% | +71.0% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling