+221.1%
TRV vs TW
+206.7%
+14.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | +1.9% | -4.5% | +6.4% | +3.0% |
| 30D | +1.7% | -2.3% | +4.0% | +2.2% |
| 3M | +23.9% | +2.6% | +21.3% | +22.7% |
| 6M | +26.3% | -17.5% | +43.8% | +31.5% |
| YTD | +30.8% | -5.3% | +36.1% | +31.3% |
| 1Y | +36.3% | -14.8% | +51.1% | +40.2% |
| 3Y | +145.0% | +18.8% | +126.2% | +129.8% |
| 5Y | +163.9% | +20.7% | +143.2% | +142.7% |
| All | +221.1% | +206.7% | +14.4% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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