+159.7%
TRV vs WPM
+263.6%
-104.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +2.0% |
| 7D | +1.9% | -0.6% | +2.5% | +1.9% |
| 30D | +1.7% | +14.4% | -12.7% | +1.1% |
| 3M | +23.9% | +37.0% | -13.1% | +22.1% |
| 6M | +26.3% | +4.1% | +22.1% | +26.1% |
| YTD | +30.8% | +31.7% | -0.9% | +28.2% |
| 1Y | +36.3% | +44.2% | -7.8% | +32.5% |
| 3Y | +145.0% | +265.5% | -120.5% | +122.2% |
| All | +159.7% | +263.6% | -104.0% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 5y: compounded portfolio wealth divided by compounded WPM 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…
5y analysis · Full analysis span regression · 6 months rolling