+412.2%
TRV vs W
+176.2%
+236.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.9% | -1.5% |
| 7D | -0.1% | -4.2% | +4.0% | 0.0% |
| 30D | -3.4% | -7.6% | +4.1% | -3.1% |
| 3M | +26.4% | +37.2% | -10.8% | +24.0% |
| 6M | +19.3% | +26.3% | -7.0% | +17.2% |
| YTD | +28.3% | -1.0% | +29.3% | +27.2% |
| 1Y | +34.3% | +20.1% | +14.2% | +31.4% |
| 3Y | +140.1% | +37.8% | +102.3% | +127.8% |
| 5Y | +155.7% | -63.7% | +219.4% | +152.5% |
| 10Y | +285.5% | +156.3% | +129.2% | +197.6% |
| All | +412.2% | +176.2% | +236.0% | +291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling