+284.1%
TRV vs SW
+147.8%
+136.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | -0.1% | -5.1% | +4.9% | +0.2% |
| 30D | -3.4% | -4.6% | +1.2% | -3.2% |
| 3M | +26.4% | +9.4% | +17.0% | +25.5% |
| 6M | +19.3% | +3.5% | +15.8% | +18.7% |
| YTD | +28.3% | +22.0% | +6.3% | +26.3% |
| 1Y | +34.3% | +2.2% | +32.1% | +33.4% |
| 3Y | +140.1% | +19.6% | +120.5% | +134.3% |
| 5Y | +155.7% | -2.3% | +158.1% | +148.3% |
| All | +284.1% | +147.8% | +136.3% | +236.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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