+154.4%
TRV vs UMC
+137.9%
+16.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.5% |
| 7D | -1.5% | +11.4% | -12.9% | -1.5% |
| 30D | -1.8% | +16.8% | -18.6% | -1.9% |
| 3M | +21.6% | +19.1% | +2.5% | +20.6% |
| 6M | +22.5% | +137.4% | -115.0% | +17.5% |
| YTD | +28.1% | +186.4% | -158.2% | +21.3% |
| 1Y | +37.0% | +229.1% | -192.0% | +28.3% |
| 3Y | +141.9% | +257.9% | -116.0% | +123.1% |
| All | +154.4% | +137.9% | +16.4% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling