+191.1%
TRI vs FTV
+80.7%
+110.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -7.9% | -4.0% | -3.9% | -6.7% |
| 30D | -4.5% | -11.0% | +6.5% | -0.9% |
| 3M | +22.1% | -8.4% | +30.5% | +25.4% |
| 6M | -2.8% | -2.6% | -0.2% | -2.4% |
| YTD | -23.4% | -0.6% | -22.8% | -23.8% |
| 1Y | -41.5% | +11.0% | -52.5% | -44.0% |
| 3Y | -19.2% | -6.3% | -12.9% | -19.5% |
| 5Y | -9.4% | -1.5% | -7.9% | -12.7% |
| All | +191.1% | +80.7% | +110.3% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling