+6,477.2%
TRV vs WM
+26,336.4%
-19,859.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | -3.4% | -2.4% | -1.1% | -2.9% |
| 3M | +26.4% | +0.4% | +26.0% | +26.3% |
| 6M | +19.3% | -9.5% | +28.8% | +21.9% |
| YTD | +28.3% | +0.5% | +27.8% | +28.0% |
| 1Y | +34.3% | -1.1% | +35.4% | +34.3% |
| 3Y | +140.1% | +46.0% | +94.1% | +119.7% |
| 5Y | +155.7% | +51.8% | +103.9% | +131.2% |
| 10Y | +285.5% | +307.5% | -22.0% | +189.0% |
| All | +6,477.2% | +26,336.4% | -19,859.2% | +3,383.7% |
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