+344.9%
TRV vs FFIV
+124.6%
+220.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.1% |
| 7D | +0.1% | +1.9% | -1.8% | -0.3% |
| 30D | +8.0% | -33.3% | +41.3% | +17.0% |
| 3M | +9.3% | -24.9% | +34.2% | +14.9% |
| 6M | +36.2% | -10.5% | +46.7% | +36.7% |
| YTD | +40.6% | +24.4% | +16.1% | +28.8% |
| 1Y | +43.1% | +32.3% | +10.8% | +28.9% |
| 3Y | +149.6% | +99.7% | +49.9% | +96.1% |
| 5Y | +181.6% | +38.4% | +143.2% | +141.9% |
| All | +344.9% | +124.6% | +220.3% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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