+154.5%
TRV vs FDS
-23.5%
+178.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.9% |
| 7D | +0.2% | -8.8% | +9.0% | +1.8% |
| 30D | -2.3% | -1.4% | -1.0% | -2.2% |
| 3M | +22.7% | +13.9% | +8.8% | +19.4% |
| 6M | +21.9% | +27.4% | -5.4% | +15.5% |
| YTD | +27.5% | -2.5% | +29.9% | +27.8% |
| 1Y | +36.2% | -23.8% | +60.0% | +45.2% |
| 3Y | +140.6% | -32.5% | +173.1% | +164.2% |
| 5Y | +154.5% | -23.2% | +177.7% | +174.7% |
| All | +154.5% | -23.5% | +178.0% | +174.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling