+302.0%
TRV vs EWT
+523.5%
-221.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.5% |
| 7D | +1.9% | -1.1% | +3.1% | +2.3% |
| 30D | +1.7% | +4.5% | -2.7% | +0.3% |
| 3M | +23.9% | +8.3% | +15.6% | +19.7% |
| 6M | +26.3% | +54.2% | -28.0% | +5.9% |
| YTD | +30.8% | +74.6% | -43.8% | +4.1% |
| 1Y | +36.3% | +84.9% | -48.6% | +5.5% |
| 3Y | +145.0% | +197.5% | -52.5% | +47.8% |
| 5Y | +163.9% | +150.6% | +13.3% | +73.0% |
| All | +302.0% | +523.5% | -221.5% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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