+369.8%
TRV vs HWM
+1,258.6%
-888.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +2.0% | +7.3% | -5.3% | +0.2% |
| 30D | +6.7% | +1.6% | +5.1% | +5.8% |
| 3M | +9.4% | -21.9% | +31.2% | +15.5% |
| 6M | +37.7% | -19.0% | +56.8% | +43.6% |
| YTD | +40.6% | +7.9% | +32.6% | +34.6% |
| 1Y | +42.4% | +9.9% | +32.5% | +35.5% |
| 3Y | +148.1% | +342.1% | -194.0% | +55.0% |
| 5Y | +181.7% | +600.8% | -419.1% | +51.8% |
| 10Y | +352.6% | +1,493.8% | -1,141.2% | +92.8% |
| All | +369.8% | +1,258.6% | -888.8% | +100.0% |
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 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