+1,756.8%
TRV vs FE
+561.4%
+1,195.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.1% |
| 7D | -0.1% | +1.9% | -2.1% | -0.9% |
| 30D | -3.4% | -1.2% | -2.3% | -3.0% |
| 3M | +26.4% | +3.5% | +22.9% | +24.5% |
| 6M | +19.3% | -6.1% | +25.4% | +22.2% |
| YTD | +28.3% | +7.6% | +20.7% | +24.0% |
| 1Y | +34.3% | +11.9% | +22.4% | +27.6% |
| 3Y | +140.1% | +48.4% | +91.7% | +100.3% |
| 5Y | +155.7% | +44.8% | +110.9% | +112.6% |
| 10Y | +285.5% | +115.9% | +169.7% | +160.2% |
| All | +1,756.8% | +561.4% | +1,195.4% | +612.9% |
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