+302.0%
TRV vs UMC
+1,863.6%
-1,561.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.9% |
| 7D | +1.9% | +9.0% | -7.1% | +1.4% |
| 30D | +1.7% | +17.2% | -15.5% | +0.7% |
| 3M | +23.9% | +11.4% | +12.5% | +22.1% |
| 6M | +26.3% | +137.5% | -111.2% | +16.1% |
| YTD | +30.8% | +193.1% | -162.3% | +17.3% |
| 1Y | +36.3% | +240.3% | -204.0% | +20.3% |
| 3Y | +145.0% | +262.2% | -117.2% | +112.4% |
| 5Y | +163.9% | +143.1% | +20.8% | +135.2% |
| All | +302.0% | +1,863.6% | -1,561.6% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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