+497.8%
TRV vs USFR
+27.6%
+470.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -4.9% | +0.3% | -5.2% | -4.9% |
| 3M | +23.7% | +1.0% | +22.8% | +23.4% |
| 6M | +20.3% | +1.9% | +18.4% | +19.8% |
| YTD | +27.1% | +2.7% | +24.4% | +26.2% |
| 1Y | +35.3% | +4.0% | +31.3% | +34.1% |
| 3Y | +139.8% | +14.0% | +125.8% | +132.9% |
| 5Y | +153.9% | +20.4% | +133.4% | +143.9% |
| 10Y | +285.9% | +28.1% | +257.8% | +265.5% |
| All | +497.8% | +27.6% | +470.2% | +456.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling