+1,893.6%
TRV vs FE
+563.2%
+1,330.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -0.3% | 0.0% | -0.2% | -0.2% |
| 30D | +9.6% | +5.2% | +4.4% | +7.3% |
| 3M | +2.7% | 0.0% | +2.8% | +2.7% |
| 6M | +32.0% | +5.0% | +27.0% | +29.2% |
| YTD | +37.8% | +7.9% | +29.9% | +33.0% |
| 1Y | +45.2% | +6.3% | +38.9% | +41.0% |
| 3Y | +145.3% | +46.0% | +99.2% | +106.2% |
| 5Y | +172.3% | +45.6% | +126.7% | +125.9% |
| 10Y | +367.3% | +109.3% | +258.0% | +219.9% |
| All | +1,893.6% | +563.2% | +1,330.4% | +664.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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