+154.5%
TRV vs HWM
+658.8%
-504.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | +0.2% | -8.0% | +8.2% | +1.9% |
| 30D | -2.3% | -18.0% | +15.7% | +1.8% |
| 3M | +22.7% | -9.5% | +32.2% | +24.7% |
| 6M | +21.9% | -8.4% | +30.3% | +23.0% |
| YTD | +27.5% | +13.6% | +13.8% | +21.4% |
| 1Y | +36.2% | +30.2% | +6.0% | +24.8% |
| 3Y | +140.6% | +392.2% | -251.6% | +43.5% |
| 5Y | +154.5% | +645.2% | -490.7% | +28.0% |
| All | +154.5% | +658.8% | -504.3% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 5y: compounded portfolio wealth divided by compounded HWM 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…
5y analysis · Full analysis span regression · 6 months rolling