+154.5%
TRV vs FFIV
+100.0%
+54.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.5% | -0.2% |
| 7D | +0.2% | +3.5% | -3.3% | -0.3% |
| 30D | -2.3% | -1.3% | -1.0% | -2.2% |
| 3M | +22.7% | +2.4% | +20.3% | +21.9% |
| 6M | +21.9% | +41.8% | -19.9% | +14.9% |
| YTD | +27.5% | +58.5% | -31.1% | +17.6% |
| 1Y | +36.2% | +24.3% | +11.9% | +31.0% |
| 3Y | +140.6% | +152.0% | -11.4% | +102.4% |
| 5Y | +154.5% | +99.1% | +55.4% | +117.2% |
| All | +154.5% | +100.0% | +54.5% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling