+344.9%
TRV vs W
+212.4%
+132.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +2.0% | +0.2% | +1.9% | +2.0% |
| 30D | +6.7% | +6.8% | -0.1% | +6.3% |
| 3M | +9.4% | +10.7% | -1.3% | +8.7% |
| 6M | +37.7% | +86.3% | -48.6% | +32.8% |
| YTD | +40.6% | +11.5% | +29.1% | +38.4% |
| 1Y | +42.4% | +5.1% | +37.3% | +40.6% |
| 3Y | +148.1% | +171.0% | -22.9% | +127.0% |
| 5Y | +181.7% | -56.6% | +238.3% | +177.4% |
| All | +344.9% | +212.4% | +132.5% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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