+492.7%
TRV vs NWSA
+121.6%
+371.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.2% | -3.4% | +3.6% | +1.2% |
| 30D | -2.3% | +3.9% | -6.3% | -3.5% |
| 3M | +22.7% | +8.9% | +13.8% | +19.3% |
| 6M | +21.9% | +21.2% | +0.8% | +14.6% |
| YTD | +27.5% | +13.8% | +13.6% | +21.7% |
| 1Y | +36.2% | +1.4% | +34.8% | +34.4% |
| 3Y | +140.6% | +44.0% | +96.6% | +111.0% |
| 5Y | +154.5% | +40.5% | +114.0% | +118.9% |
| 10Y | +295.4% | +149.2% | +146.2% | +165.8% |
| All | +492.7% | +121.6% | +371.1% | +308.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling