+416.4%
TRV vs WING
+637.4%
-221.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +2.0% | -2.5% | +4.5% | +2.2% |
| 30D | +6.7% | +29.5% | -22.8% | +3.9% |
| 3M | +9.4% | +40.2% | -30.8% | +5.3% |
| 6M | +37.7% | +32.7% | +5.0% | +32.6% |
| YTD | +40.6% | -32.8% | +73.4% | +43.6% |
| 1Y | +42.4% | -31.7% | +74.2% | +45.0% |
| 3Y | +148.1% | -24.7% | +172.8% | +141.0% |
| 5Y | +181.7% | -0.5% | +182.2% | +157.4% |
| 10Y | +352.6% | +647.5% | -294.9% | +185.3% |
| All | +416.4% | +637.4% | -221.0% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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