+138.0%
TRV vs FFIV
+142.0%
-4.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +0.5% | -1.5% | +2.0% | +0.7% |
| 30D | -4.9% | -2.7% | -2.2% | -4.6% |
| 3M | +23.7% | -1.7% | +25.4% | +23.7% |
| 6M | +20.3% | +36.1% | -15.8% | +14.6% |
| YTD | +27.1% | +52.6% | -25.6% | +18.3% |
| 1Y | +35.3% | +21.5% | +13.8% | +31.5% |
| All | +138.0% | +142.0% | -4.0% | +97.2% |
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