+158.5%
TRV vs UL
+18.7%
+139.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | -1.5% | -4.1% | +2.6% | -0.3% |
| 30D | -1.8% | -1.2% | -0.6% | -1.5% |
| 3M | +21.6% | +6.0% | +15.6% | +19.4% |
| 6M | +22.5% | -5.5% | +27.9% | +23.9% |
| YTD | +28.1% | -3.3% | +31.5% | +28.7% |
| 1Y | +37.0% | -9.8% | +46.8% | +40.1% |
| 3Y | +141.9% | +20.1% | +121.7% | +130.2% |
| 5Y | +158.5% | +19.2% | +139.3% | +138.6% |
| All | +158.5% | +18.7% | +139.8% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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