+3,094.2%
TRV vs FDS
+10,480.1%
-7,385.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.0% | +1.5% | +0.6% | +1.6% |
| 30D | +6.7% | +14.8% | -8.1% | +2.9% |
| 3M | +9.4% | +16.3% | -6.9% | +4.6% |
| 6M | +37.7% | +66.2% | -28.5% | +18.9% |
| YTD | +40.6% | +16.2% | +24.3% | +31.5% |
| 1Y | +42.4% | +21.8% | +20.6% | +31.3% |
| 3Y | +148.1% | -23.9% | +172.0% | +156.9% |
| 5Y | +181.7% | -23.1% | +204.8% | +186.9% |
| 10Y | +352.6% | +128.7% | +223.9% | +244.2% |
| All | +3,094.2% | +10,480.1% | -7,385.9% | +1,212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling