+154.4%
TRV vs WY
-22.5%
+176.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.2% |
| 7D | -1.5% | -3.7% | +2.2% | -0.6% |
| 30D | -1.8% | -11.3% | +9.5% | +0.9% |
| 3M | +21.6% | -8.1% | +29.7% | +23.7% |
| 6M | +22.5% | -7.4% | +29.9% | +24.2% |
| YTD | +28.1% | -4.7% | +32.8% | +28.8% |
| 1Y | +37.0% | -9.2% | +46.2% | +39.2% |
| 3Y | +141.9% | -24.7% | +166.6% | +153.3% |
| All | +154.4% | -22.5% | +176.9% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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