+348.3%
TRV vs SWKS
+43.2%
+305.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.0% | -6.3% | -1.3% |
| 7D | -2.4% | +5.7% | -8.1% | -3.3% |
| 30D | +7.5% | +17.3% | -9.8% | +4.6% |
| 3M | +6.7% | +28.3% | -21.5% | +1.6% |
| 6M | +35.5% | +26.1% | +9.4% | +28.1% |
| YTD | +39.3% | +41.1% | -1.8% | +28.1% |
| 1Y | +41.8% | +31.4% | +10.4% | +32.0% |
| 3Y | +147.3% | +7.3% | +140.0% | +129.2% |
| 5Y | +178.3% | -37.7% | +216.0% | +185.5% |
| 10Y | +348.3% | +46.0% | +302.3% | +259.4% |
| All | +348.3% | +43.2% | +305.2% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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