+154.4%
TRV vs NWSA
+39.7%
+114.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -1.5% | -4.8% | +3.3% | -0.3% |
| 30D | -1.8% | +3.0% | -4.8% | -2.5% |
| 3M | +21.6% | +9.3% | +12.3% | +18.8% |
| 6M | +22.5% | +23.2% | -0.7% | +16.1% |
| YTD | +28.1% | +13.3% | +14.8% | +23.7% |
| 1Y | +37.0% | +2.9% | +34.1% | +35.3% |
| 3Y | +141.9% | +43.3% | +98.6% | +119.0% |
| All | +154.4% | +39.7% | +114.6% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling