+6,432.7%
TRV vs UL
+2,587.5%
+3,845.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.0% |
| 7D | +0.2% | -3.2% | +3.4% | +1.4% |
| 30D | -2.3% | -0.6% | -1.7% | -2.2% |
| 3M | +22.7% | +9.4% | +13.3% | +18.2% |
| 6M | +21.9% | -4.1% | +26.1% | +23.4% |
| YTD | +27.5% | -2.0% | +29.4% | +27.6% |
| 1Y | +36.2% | -9.0% | +45.2% | +40.0% |
| 3Y | +140.6% | +21.8% | +118.8% | +119.3% |
| 5Y | +154.5% | +20.6% | +133.9% | +128.6% |
| 10Y | +295.4% | +67.7% | +227.7% | +205.9% |
| All | +6,432.7% | +2,587.5% | +3,845.1% | +2,162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling