+138.7%
TRV vs USAR
+67.7%
+71.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.3% |
| 7D | +0.2% | -4.4% | +4.6% | +0.1% |
| 30D | -2.3% | -10.4% | +8.1% | -2.5% |
| 3M | +22.7% | -18.4% | +41.1% | +22.6% |
| 6M | +21.9% | -8.8% | +30.8% | +22.0% |
| YTD | +27.5% | +43.4% | -15.9% | +28.3% |
| 1Y | +36.2% | +21.0% | +15.2% | +37.7% |
| All | +138.7% | +67.7% | +71.0% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 3y: compounded portfolio wealth divided by compounded USAR 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…
3y analysis · Full analysis span regression · 6 months rolling