+1,319.1%
TRV vs UMC
+292.9%
+1,026.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -0.3% |
| 7D | +0.2% | +13.6% | -13.4% | -1.8% |
| 30D | -2.3% | +20.8% | -23.1% | -5.2% |
| 3M | +22.7% | +16.1% | +6.5% | +17.7% |
| 6M | +21.9% | +137.3% | -115.4% | +3.1% |
| YTD | +27.5% | +193.8% | -166.3% | +3.1% |
| 1Y | +36.2% | +236.1% | -199.8% | +7.4% |
| 3Y | +140.6% | +267.1% | -126.5% | +83.6% |
| 5Y | +154.5% | +145.3% | +9.3% | +102.8% |
| 10Y | +295.4% | +1,857.3% | -1,561.9% | +100.4% |
| All | +1,319.1% | +292.9% | +1,026.3% | +552.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling