+357.4%
TRV vs SWKS
+37.5%
+319.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.9% | -2.7% | +1.8% | -0.5% |
| 30D | +7.2% | +8.5% | -1.3% | +5.7% |
| 3M | +3.2% | +17.3% | -14.1% | -0.2% |
| 6M | +33.6% | +25.1% | +8.5% | +26.4% |
| YTD | +37.8% | +33.3% | +4.4% | +27.9% |
| 1Y | +43.4% | +22.9% | +20.5% | +35.0% |
| 3Y | +146.7% | +5.5% | +141.1% | +128.7% |
| 5Y | +176.1% | -41.9% | +218.0% | +186.8% |
| 10Y | +357.4% | +32.4% | +325.0% | +270.9% |
| All | +357.4% | +37.5% | +319.9% | +270.9% |
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