+145.0%
TRV vs USFR
+14.1%
+130.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +1.9% |
| 7D | +1.9% | +0.1% | +1.8% | +1.5% |
| 30D | +1.7% | +0.4% | +1.4% | +0.7% |
| 3M | +23.9% | +1.0% | +22.8% | +20.3% |
| 6M | +26.3% | +2.0% | +24.3% | +20.1% |
| YTD | +30.8% | +2.8% | +28.1% | +22.1% |
| 1Y | +36.3% | +4.1% | +32.2% | +23.0% |
| 3Y | +145.0% | +14.1% | +130.9% | +93.5% |
| All | +145.0% | +14.1% | +130.9% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling