+159.7%
TRV vs USHY
+20.9%
+138.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +1.9% | -0.7% | +2.6% | +2.4% |
| 30D | +1.7% | -0.7% | +2.4% | +2.2% |
| 3M | +23.9% | +0.1% | +23.8% | +23.8% |
| 6M | +26.3% | +1.8% | +24.5% | +24.7% |
| YTD | +30.8% | +1.8% | +29.0% | +29.2% |
| 1Y | +36.3% | +3.3% | +33.0% | +33.2% |
| 3Y | +145.0% | +27.0% | +118.0% | +113.5% |
| All | +159.7% | +20.9% | +138.7% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 5y: compounded portfolio wealth divided by compounded USHY 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…
5y analysis · Full analysis span regression · 6 months rolling