+293.8%
TRV vs USFR
+28.0%
+265.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -1.8% | +0.3% | -2.1% | -1.9% |
| 3M | +21.6% | +1.0% | +20.6% | +21.1% |
| 6M | +22.5% | +1.9% | +20.5% | +21.5% |
| YTD | +28.1% | +2.7% | +25.5% | +26.8% |
| 1Y | +37.0% | +4.0% | +33.0% | +34.9% |
| 3Y | +141.9% | +14.1% | +127.8% | +132.2% |
| 5Y | +158.5% | +20.5% | +138.0% | +145.6% |
| All | +293.8% | +28.0% | +265.8% | +255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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