+352.5%
TRV vs SW
+184.4%
+168.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +1.4% | +2.2% | -0.8% | +1.2% |
| 30D | +8.7% | +7.4% | +1.3% | +8.2% |
| 3M | +7.1% | -5.9% | +13.0% | +7.4% |
| 6M | +35.5% | +9.0% | +26.5% | +34.5% |
| YTD | +39.7% | +18.1% | +21.6% | +37.7% |
| 1Y | +44.1% | +28.7% | +15.4% | +41.2% |
| 3Y | +148.1% | +48.8% | +99.4% | +139.1% |
| 5Y | +178.6% | +2.5% | +176.1% | +169.3% |
| 10Y | +352.5% | +184.4% | +168.1% | +303.6% |
| All | +352.5% | +184.4% | +168.1% | +303.6% |
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