+150.0%
TRV vs SW
+40.4%
+109.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.5% |
| 7D | +1.2% | +4.7% | -3.5% | +0.9% |
| 30D | +11.7% | +5.0% | +6.7% | +11.3% |
| 3M | +5.7% | -7.3% | +13.0% | +6.1% |
| 6M | +34.7% | +15.0% | +19.7% | +33.3% |
| YTD | +40.5% | +18.5% | +21.9% | +38.4% |
| 1Y | +47.9% | +27.1% | +20.7% | +45.0% |
| All | +150.0% | +40.4% | +109.7% | +149.4% |
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 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