+821.6%
TRV vs URA
-31.1%
+852.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -0.1% | +1.1% | -1.2% | -0.3% |
| 30D | -3.4% | +7.4% | -10.8% | -4.7% |
| 3M | +26.4% | -8.4% | +34.8% | +27.4% |
| 6M | +19.3% | -12.7% | +32.0% | +20.5% |
| YTD | +28.3% | +7.8% | +20.5% | +23.8% |
| 1Y | +34.3% | +19.5% | +14.8% | +25.6% |
| 3Y | +140.1% | +116.4% | +23.7% | +93.1% |
| 5Y | +155.7% | +134.3% | +21.4% | +92.8% |
| 10Y | +285.5% | +359.3% | -73.7% | +128.0% |
| All | +821.6% | -31.1% | +852.7% | +626.7% |
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