+1,091.5%
TRV vs SW
+687.5%
+404.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.5% | -6.7% | +5.3% | -1.2% |
| 30D | -1.8% | -14.2% | +12.3% | -1.2% |
| 3M | +21.6% | +9.4% | +12.2% | +21.0% |
| 6M | +22.5% | +0.8% | +21.7% | +22.2% |
| YTD | +28.1% | +12.4% | +15.8% | +27.2% |
| 1Y | +37.0% | -4.0% | +41.0% | +36.8% |
| 3Y | +141.9% | +22.8% | +119.1% | +137.8% |
| 5Y | +158.5% | -10.0% | +168.6% | +154.3% |
| 10Y | +297.5% | +128.2% | +169.3% | +272.6% |
| All | +1,091.5% | +687.5% | +404.1% | +1,067.5% |
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