+159.7%
TRV vs ITW
+36.9%
+122.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | +1.9% | -0.7% | +2.7% | +2.2% |
| 30D | +1.7% | -8.3% | +10.0% | +5.3% |
| 3M | +23.9% | +6.0% | +17.9% | +20.7% |
| 6M | +26.3% | 0.0% | +26.3% | +25.8% |
| YTD | +30.8% | +10.2% | +20.6% | +24.6% |
| 1Y | +36.3% | +3.2% | +33.1% | +33.5% |
| 3Y | +145.0% | +21.0% | +124.0% | +122.8% |
| All | +159.7% | +36.9% | +122.8% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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