+909.6%
TRV vs URA
-52.4%
+962.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +2.0% | -1.5% | +3.6% | +2.2% |
| 30D | +6.7% | -10.4% | +17.1% | +8.3% |
| 3M | +9.4% | -29.6% | +39.0% | +14.9% |
| 6M | +37.7% | -40.3% | +78.0% | +47.7% |
| YTD | +40.6% | -25.5% | +66.1% | +43.0% |
| 1Y | +42.4% | -26.4% | +68.9% | +44.8% |
| 3Y | +148.1% | +31.4% | +116.7% | +116.8% |
| 5Y | +181.7% | +28.6% | +153.1% | +139.5% |
| 10Y | +352.6% | +260.9% | +91.7% | +174.6% |
| All | +909.6% | -52.4% | +962.0% | +739.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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