+2,815.9%
TRV vs FDS
+9,502.8%
-6,687.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.4% |
| 7D | -0.1% | -1.9% | +1.8% | +0.3% |
| 30D | -3.4% | +9.0% | -12.4% | -5.7% |
| 3M | +26.4% | +18.9% | +7.5% | +20.1% |
| 6M | +19.3% | +35.1% | -15.8% | +8.5% |
| YTD | +28.3% | +5.5% | +22.8% | +23.6% |
| 1Y | +34.3% | -16.8% | +51.1% | +36.9% |
| 3Y | +140.1% | -28.1% | +168.2% | +153.1% |
| 5Y | +155.7% | -17.4% | +173.1% | +156.1% |
| 10Y | +285.5% | +85.4% | +200.1% | +210.0% |
| All | +2,815.9% | +9,502.8% | -6,687.0% | +1,134.0% |
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