+352.5%
TRV vs USB
+87.1%
+265.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +1.4% | +1.4% | -0.1% | +0.7% |
| 30D | +8.7% | +6.4% | +2.3% | +5.7% |
| 3M | +7.1% | -4.5% | +11.5% | +9.1% |
| 6M | +35.5% | +11.4% | +24.1% | +28.5% |
| YTD | +39.7% | +17.1% | +22.6% | +29.0% |
| 1Y | +44.1% | +32.6% | +11.5% | +25.5% |
| 3Y | +148.1% | +101.8% | +46.3% | +71.9% |
| 5Y | +178.6% | +25.1% | +153.4% | +138.0% |
| 10Y | +352.5% | +84.9% | +267.7% | +201.3% |
| All | +352.5% | +87.1% | +265.5% | +201.3% |
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