+357.4%
TRV vs WM
+337.2%
+20.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -0.9% | -0.5% | -0.4% | -0.6% |
| 30D | +7.2% | +13.3% | -6.1% | -0.9% |
| 3M | +3.2% | +4.4% | -1.2% | +0.2% |
| 6M | +33.6% | +10.8% | +22.8% | +24.7% |
| YTD | +37.8% | +9.1% | +28.7% | +29.0% |
| 1Y | +43.4% | +19.1% | +24.3% | +26.7% |
| 3Y | +146.7% | +45.7% | +101.0% | +86.8% |
| 5Y | +176.1% | +60.4% | +115.7% | +90.8% |
| 10Y | +357.4% | +328.7% | +28.7% | +80.9% |
| All | +357.4% | +337.2% | +20.2% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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