+7,099.0%
TRV vs USB
+8,119.9%
-1,021.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.8% |
| 7D | +1.2% | -1.5% | +2.6% | +1.7% |
| 30D | +11.7% | +4.3% | +7.4% | +10.0% |
| 3M | +5.7% | -6.1% | +11.8% | +8.1% |
| 6M | +34.7% | +9.4% | +25.3% | +29.8% |
| YTD | +40.5% | +15.2% | +25.3% | +32.3% |
| 1Y | +47.9% | +32.8% | +15.1% | +31.8% |
| 3Y | +151.7% | +91.3% | +60.4% | +91.1% |
| 5Y | +177.6% | +22.7% | +154.9% | +142.1% |
| 10Y | +376.4% | +97.0% | +279.4% | +239.2% |
| All | +7,099.0% | +8,119.9% | -1,021.0% | +2,490.6% |
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