+37.0%
TRV vs FDS
-28.0%
+65.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.4% | +0.9% |
| 7D | -1.5% | -16.0% | +14.5% | -0.4% |
| 30D | -1.8% | -6.7% | +4.9% | -1.4% |
| 3M | +21.6% | +6.0% | +15.6% | +20.8% |
| 6M | +22.5% | +25.1% | -2.6% | +21.0% |
| YTD | +28.1% | -8.1% | +36.3% | +28.5% |
| 1Y | +37.0% | -26.0% | +63.0% | +37.2% |
| All | +37.0% | -28.0% | +65.0% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling