+302.0%
TRV vs WTW
+198.0%
+104.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | +1.9% | -5.7% | +7.6% | +4.7% |
| 30D | +1.7% | -7.3% | +9.0% | +5.3% |
| 3M | +23.9% | +21.5% | +2.4% | +12.1% |
| 6M | +26.3% | +9.6% | +16.6% | +19.2% |
| YTD | +30.8% | -3.3% | +34.1% | +30.3% |
| 1Y | +36.3% | -6.1% | +42.5% | +37.9% |
| 3Y | +145.0% | +61.8% | +83.2% | +85.9% |
| 5Y | +163.9% | +42.7% | +121.2% | +108.9% |
| All | +302.0% | +198.0% | +104.0% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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