+461.0%
TRV vs W
+209.7%
+251.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.1% |
| 7D | +0.1% | -1.7% | +1.7% | +0.1% |
| 30D | +8.0% | +3.2% | +4.8% | +7.8% |
| 3M | +9.3% | +8.3% | +1.0% | +8.7% |
| 6M | +36.2% | +84.3% | -48.1% | +31.6% |
| YTD | +40.6% | +11.0% | +29.5% | +38.5% |
| 1Y | +43.1% | -0.2% | +43.3% | +41.6% |
| 3Y | +149.6% | +157.9% | -8.3% | +129.6% |
| 5Y | +181.6% | -56.8% | +238.4% | +175.4% |
| 10Y | +352.5% | +212.2% | +140.3% | +246.1% |
| All | +461.0% | +209.7% | +251.3% | +326.5% |
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