+6,961.6%
TRV vs SWKS
+9,235.4%
-2,273.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | -0.3% | -6.2% | +5.9% | +0.2% |
| 30D | +9.6% | -1.5% | +11.1% | +9.7% |
| 3M | +2.7% | +23.0% | -20.2% | +0.8% |
| 6M | +32.0% | +27.6% | +4.4% | +28.7% |
| YTD | +37.8% | +32.3% | +5.5% | +33.5% |
| 1Y | +45.2% | +20.1% | +25.1% | +41.8% |
| 3Y | +145.3% | +0.6% | +144.6% | +139.2% |
| 5Y | +172.3% | -42.3% | +214.6% | +174.5% |
| 10Y | +367.3% | +35.9% | +331.4% | +336.5% |
| All | +6,961.6% | +9,235.4% | -2,273.8% | +4,887.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling