+148.1%
TRV vs FFIV
+95.4%
+52.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | +2.0% | -0.5% | +2.6% | +2.1% |
| 30D | +6.7% | -32.4% | +39.1% | +10.1% |
| 3M | +9.4% | -25.7% | +35.0% | +11.6% |
| 6M | +37.7% | -13.5% | +51.2% | +37.5% |
| YTD | +40.6% | +21.1% | +19.5% | +32.9% |
| 1Y | +42.4% | +29.4% | +13.0% | +33.0% |
| 3Y | +148.1% | +94.9% | +53.2% | +127.0% |
| All | +148.1% | +95.4% | +52.7% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling