+143.0%
TRV vs SW
+19.6%
+123.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +25.6% |
| 6M | +19.3% | +3.5% | +15.8% | +18.8% |
| YTD | +28.3% | +22.0% | +6.3% | +26.3% |
| 1Y | +34.3% | +2.2% | +32.1% | +33.5% |
| All | +143.0% | +19.6% | +123.4% | +140.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling