+74.5%
UBER vs TRV
+204.2%
-129.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +1.9% |
| 7D | -4.5% | -1.5% | -3.0% | -3.9% |
| 30D | -7.6% | -1.8% | -5.8% | -6.9% |
| 3M | +5.8% | +21.6% | -15.8% | -3.0% |
| 6M | +0.3% | +22.5% | -22.2% | -8.6% |
| YTD | -11.2% | +28.1% | -39.3% | -20.8% |
| 1Y | -23.0% | +37.0% | -60.0% | -33.5% |
| 3Y | +53.6% | +141.9% | -88.3% | -3.1% |
| 5Y | +81.9% | +158.5% | -76.6% | +6.1% |
| All | +74.5% | +204.2% | -129.7% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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