+138.7%
TRV vs FDS
-32.7%
+171.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.9% |
| 7D | +0.2% | -8.8% | +9.0% | +1.6% |
| 30D | -2.3% | -1.4% | -1.0% | -2.2% |
| 3M | +22.7% | +13.9% | +8.8% | +19.7% |
| 6M | +21.9% | +27.4% | -5.4% | +16.1% |
| YTD | +27.5% | -2.5% | +29.9% | +29.2% |
| 1Y | +36.2% | -23.8% | +60.0% | +49.4% |
| All | +138.7% | -32.7% | +171.5% | +169.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling