+131.2%
TRV vs USAR
+74.0%
+57.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.3% |
| 7D | -0.1% | -2.1% | +2.0% | -0.2% |
| 30D | -3.4% | +2.6% | -6.0% | -3.3% |
| 3M | +26.4% | -35.0% | +61.4% | +26.1% |
| 6M | +19.3% | -6.9% | +26.2% | +19.4% |
| YTD | +28.3% | +48.0% | -19.6% | +29.3% |
| 1Y | +34.3% | +24.8% | +9.5% | +35.7% |
| 3Y | +140.1% | +73.2% | +66.9% | +145.9% |
| All | +131.2% | +74.0% | +57.2% | +128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling