+6,467.7%
TRV vs ITW
+9,414.5%
-2,946.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.3% |
| 7D | -1.5% | -2.4% | +0.9% | -0.4% |
| 30D | -1.8% | -9.5% | +7.7% | +2.7% |
| 3M | +21.6% | +6.6% | +14.9% | +17.8% |
| 6M | +22.5% | -1.8% | +24.2% | +22.8% |
| YTD | +28.1% | +9.0% | +19.1% | +22.3% |
| 1Y | +37.0% | +3.6% | +33.5% | +33.7% |
| 3Y | +141.9% | +19.4% | +122.4% | +119.9% |
| 5Y | +158.5% | +36.4% | +122.1% | +117.6% |
| 10Y | +297.5% | +190.0% | +107.6% | +135.4% |
| All | +6,467.7% | +9,414.5% | -2,946.8% | +1,082.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling