+153.2%
TRV vs USAR
-19.4%
+172.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +2.0% | -0.8% | +2.8% | +2.0% |
| 30D | +6.7% | -20.9% | +27.7% | +6.4% |
| 3M | +9.4% | -56.2% | +65.5% | +8.2% |
| 6M | +37.7% | -67.9% | +105.6% | +36.0% |
| YTD | +40.6% | -31.4% | +72.0% | +40.1% |
| 1Y | +42.4% | -45.1% | +87.5% | +41.8% |
| 3Y | +148.1% | -20.3% | +168.4% | +154.3% |
| All | +153.2% | -19.4% | +172.6% | +147.3% |
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