+293.8%
TRV vs FDX
+182.3%
+111.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -1.5% | -3.9% | +2.4% | -0.5% |
| 30D | -1.8% | -3.3% | +1.5% | -1.0% |
| 3M | +21.6% | -2.0% | +23.5% | +21.8% |
| 6M | +22.5% | +8.0% | +14.4% | +19.0% |
| YTD | +28.1% | +35.0% | -6.9% | +17.3% |
| 1Y | +37.0% | +73.7% | -36.6% | +17.0% |
| 3Y | +141.9% | +61.6% | +80.3% | +103.8% |
| 5Y | +158.5% | +65.4% | +93.1% | +109.7% |
| All | +293.8% | +182.3% | +111.5% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling