+900.1%
TRV vs URA
-49.7%
+949.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -2.4% | +2.9% | -5.3% | -2.9% |
| 30D | +7.5% | -10.8% | +18.3% | +9.2% |
| 3M | +6.7% | -25.5% | +32.2% | +11.1% |
| 6M | +35.5% | -41.2% | +76.7% | +45.8% |
| YTD | +39.3% | -21.3% | +60.5% | +40.5% |
| 1Y | +41.8% | -25.7% | +67.5% | +44.2% |
| 3Y | +147.3% | +43.1% | +104.2% | +113.0% |
| 5Y | +178.3% | +35.6% | +142.7% | +134.8% |
| 10Y | +348.3% | +281.3% | +67.0% | +169.8% |
| All | +900.1% | -49.7% | +949.8% | +725.1% |
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