+235.8%
TRV vs USHY
+49.7%
+186.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | -1.8% | -0.7% | -1.1% | -0.9% |
| 30D | -2.1% | -0.5% | -1.6% | -1.5% |
| 3M | +21.2% | +0.5% | +20.6% | +20.3% |
| 6M | +22.0% | +1.5% | +20.5% | +19.5% |
| YTD | +27.7% | +1.7% | +26.0% | +24.6% |
| 1Y | +36.6% | +3.5% | +33.0% | +30.2% |
| 3Y | +141.1% | +27.2% | +113.9% | +75.1% |
| 5Y | +157.6% | +21.0% | +136.6% | +105.1% |
| All | +235.8% | +49.7% | +186.1% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling