+157.9%
TRV vs USB
+40.0%
+117.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | -0.1% | +1.4% | -1.6% | -0.6% |
| 30D | -3.4% | -1.3% | -2.1% | -3.0% |
| 3M | +26.4% | +15.2% | +11.2% | +20.7% |
| 6M | +19.3% | +18.8% | +0.5% | +12.7% |
| YTD | +28.3% | +21.0% | +7.3% | +20.2% |
| 1Y | +34.3% | +34.0% | +0.3% | +21.5% |
| 3Y | +140.1% | +95.3% | +44.8% | +88.8% |
| All | +157.9% | +40.0% | +117.9% | +127.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling