+302.0%
TRV vs NWSA
+149.4%
+152.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +1.9% | -2.8% | +4.7% | +2.8% |
| 30D | +1.7% | +3.0% | -1.3% | +0.8% |
| 3M | +23.9% | +12.3% | +11.6% | +19.2% |
| 6M | +26.3% | +21.9% | +4.4% | +18.1% |
| YTD | +30.8% | +13.6% | +17.2% | +24.7% |
| 1Y | +36.3% | +0.5% | +35.8% | +34.8% |
| 3Y | +145.0% | +43.8% | +101.3% | +113.2% |
| 5Y | +163.9% | +41.2% | +122.7% | +124.4% |
| All | +302.0% | +149.4% | +152.7% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling