+357.4%
TRV vs USB
+94.3%
+263.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -1.1% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | +7.2% | +6.8% | +0.4% | +4.1% |
| 3M | +3.2% | -3.8% | +7.0% | +4.8% |
| 6M | +33.6% | +11.7% | +21.9% | +26.6% |
| YTD | +37.8% | +17.5% | +20.3% | +27.0% |
| 1Y | +43.4% | +33.8% | +9.6% | +24.4% |
| 3Y | +146.7% | +104.2% | +42.4% | +69.9% |
| 5Y | +176.1% | +26.4% | +149.7% | +134.6% |
| 10Y | +357.4% | +89.2% | +268.2% | +197.0% |
| All | +357.4% | +94.3% | +263.1% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling