+357.4%
TRV vs SWK
+32.9%
+324.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.8% |
| 7D | -0.9% | +10.7% | -11.6% | -3.7% |
| 30D | +7.2% | +33.3% | -26.2% | -1.1% |
| 3M | +3.2% | +14.7% | -11.5% | -0.9% |
| 6M | +33.6% | +48.5% | -14.9% | +18.7% |
| YTD | +37.8% | +63.9% | -26.1% | +17.9% |
| 1Y | +43.4% | +80.4% | -37.0% | +19.1% |
| 3Y | +146.7% | +58.1% | +88.5% | +102.7% |
| 5Y | +176.1% | -24.5% | +200.6% | +189.0% |
| 10Y | +357.4% | +29.5% | +327.9% | +285.4% |
| All | +357.4% | +32.9% | +324.5% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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