+6,477.2%
TRV vs USB
+8,537.0%
-2,059.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.2% |
| 7D | -0.1% | +1.4% | -1.6% | -0.7% |
| 30D | -3.4% | -1.3% | -2.1% | -3.0% |
| 3M | +26.4% | +15.2% | +11.2% | +19.6% |
| 6M | +19.3% | +18.8% | +0.5% | +11.4% |
| YTD | +28.3% | +21.0% | +7.3% | +18.7% |
| 1Y | +34.3% | +34.0% | +0.3% | +19.3% |
| 3Y | +140.1% | +95.3% | +44.8% | +80.0% |
| 5Y | +155.7% | +40.4% | +115.4% | +111.8% |
| 10Y | +285.5% | +107.3% | +178.2% | +169.4% |
| All | +6,477.2% | +8,537.0% | -2,059.8% | +2,224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling