+36.3%
TRV vs EWT
+85.6%
-49.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +2.4% |
| 7D | +1.9% | -1.1% | +3.1% | +1.8% |
| 30D | +1.7% | +4.5% | -2.7% | +2.4% |
| 3M | +23.9% | +8.3% | +15.6% | +25.7% |
| 6M | +26.3% | +54.2% | -28.0% | +28.4% |
| YTD | +30.8% | +74.6% | -43.8% | +34.3% |
| 1Y | +36.3% | +84.9% | -48.6% | +38.9% |
| All | +36.3% | +85.6% | -49.3% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling