+1,886.8%
TRV vs EWT
+591.5%
+1,295.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.2% | +2.1% | -1.9% | -0.6% |
| 30D | -2.3% | +9.4% | -11.7% | -5.7% |
| 3M | +22.7% | +10.9% | +11.8% | +16.5% |
| 6M | +21.9% | +57.9% | -36.0% | -0.3% |
| YTD | +27.5% | +75.9% | -48.5% | -0.5% |
| 1Y | +36.2% | +89.7% | -53.5% | +2.8% |
| 3Y | +140.6% | +200.9% | -60.3% | +46.9% |
| 5Y | +154.5% | +154.5% | 0.0% | +64.2% |
| 10Y | +295.4% | +520.8% | -225.4% | +75.2% |
| All | +1,886.8% | +591.5% | +1,295.4% | +522.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling