+138.0%
TRV vs W
+37.8%
+100.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +0.5% | +6.5% | -6.0% | +0.3% |
| 30D | -4.9% | -6.2% | +1.4% | -4.7% |
| 3M | +23.7% | +48.9% | -25.1% | +22.4% |
| 6M | +20.3% | +31.2% | -10.9% | +19.1% |
| YTD | +27.1% | -0.4% | +27.5% | +26.5% |
| 1Y | +35.3% | +14.8% | +20.5% | +33.9% |
| All | +138.0% | +37.8% | +100.2% | +125.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling