+143.0%
TRV vs SWK
+15.2%
+127.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | -0.1% | -0.4% | +0.3% | -0.1% |
| 30D | -3.4% | -5.7% | +2.3% | -2.9% |
| 3M | +26.4% | +24.1% | +2.3% | +23.2% |
| 6M | +19.3% | +24.7% | -5.4% | +16.0% |
| YTD | +28.3% | +33.9% | -5.6% | +23.6% |
| 1Y | +34.3% | +34.7% | -0.4% | +29.0% |
| All | +143.0% | +15.2% | +127.8% | +139.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling