+328.9%
TRV vs HWM
+1,494.1%
-1,165.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.2% |
| 7D | -0.1% | -2.1% | +2.0% | +0.3% |
| 30D | -3.4% | -11.0% | +7.6% | -0.6% |
| 3M | +26.4% | +4.0% | +22.4% | +24.5% |
| 6M | +19.3% | -0.2% | +19.5% | +18.2% |
| YTD | +28.3% | +26.7% | +1.7% | +18.8% |
| 1Y | +34.3% | +44.7% | -10.4% | +19.5% |
| 3Y | +140.1% | +426.1% | -286.0% | +44.2% |
| 5Y | +155.7% | +738.5% | -582.8% | +32.2% |
| All | +328.9% | +1,494.1% | -1,165.2% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling