+6,961.6%
TRV vs WM
+28,547.2%
-21,585.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.4% |
| 7D | -0.3% | +1.2% | -1.5% | -0.5% |
| 30D | +9.6% | +13.1% | -3.5% | +6.5% |
| 3M | +2.7% | +3.6% | -0.9% | +1.8% |
| 6M | +32.0% | +8.1% | +24.0% | +29.6% |
| YTD | +37.8% | +8.9% | +28.9% | +34.8% |
| 1Y | +45.2% | +20.3% | +24.9% | +38.9% |
| 3Y | +145.3% | +46.2% | +99.1% | +124.1% |
| 5Y | +172.3% | +59.9% | +112.4% | +143.2% |
| 10Y | +367.3% | +345.6% | +21.8% | +243.2% |
| All | +6,961.6% | +28,547.2% | -21,585.7% | +3,570.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling