+1,226.7%
TRV vs SW
+743.1%
+483.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +3.3% |
| 7D | +3.9% | +12.1% | -8.2% | +3.4% |
| 30D | +13.5% | +6.6% | +6.9% | +13.1% |
| 3M | +8.9% | -6.0% | +14.9% | +9.1% |
| 6M | +36.8% | +21.5% | +15.3% | +35.5% |
| YTD | +42.7% | +20.3% | +22.4% | +41.2% |
| 1Y | +49.9% | +28.1% | +21.7% | +47.9% |
| 3Y | +155.7% | +51.6% | +104.1% | +149.4% |
| 5Y | +187.6% | -0.1% | +187.7% | +181.7% |
| 10Y | +384.0% | +189.7% | +194.2% | +350.5% |
| All | +1,226.7% | +743.1% | +483.6% | +1,196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling