+3,726.6%
TRV vs BWA
+3,492.4%
+234.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.1% |
| 7D | -0.1% | +5.7% | -5.8% | -1.6% |
| 30D | -3.4% | +1.4% | -4.8% | -4.0% |
| 3M | +26.4% | -12.1% | +38.5% | +29.7% |
| 6M | +19.3% | +28.6% | -9.3% | +9.5% |
| YTD | +28.3% | +51.1% | -22.8% | +11.4% |
| 1Y | +34.3% | +55.9% | -21.6% | +15.2% |
| 3Y | +140.1% | +70.1% | +70.0% | +95.7% |
| 5Y | +155.7% | +90.7% | +65.0% | +96.3% |
| 10Y | +285.5% | +154.0% | +131.6% | +158.0% |
| All | +3,726.6% | +3,492.4% | +234.2% | +1,134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling