+1,255.6%
TRV vs WTW
+1,101.3%
+154.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -1.5% | -7.8% | +6.3% | +2.0% |
| 30D | -1.8% | -7.9% | +6.1% | +1.6% |
| 3M | +21.6% | +19.9% | +1.6% | +11.8% |
| 6M | +22.5% | +9.8% | +12.7% | +16.2% |
| YTD | +28.1% | -3.3% | +31.5% | +27.7% |
| 1Y | +37.0% | -3.3% | +40.3% | +36.5% |
| 3Y | +141.9% | +61.5% | +80.3% | +90.7% |
| 5Y | +158.5% | +42.6% | +115.9% | +111.9% |
| 10Y | +297.5% | +197.1% | +100.5% | +133.8% |
| All | +1,255.6% | +1,101.3% | +154.4% | +452.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling