+21.9%
TRV vs UMC
+145.9%
-123.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | +0.8% |
| 7D | +0.2% | +13.6% | -13.4% | +1.7% |
| 30D | -2.3% | +20.8% | -23.1% | -0.1% |
| 3M | +22.7% | +16.1% | +6.5% | +24.5% |
| 6M | +21.9% | +137.3% | -115.4% | +28.5% |
| All | +21.9% | +145.9% | -123.9% | +28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling