+2,182.8%
TRV vs FFIV
+6,097.9%
-3,915.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.0% |
| 7D | +0.1% | +1.9% | -1.8% | -0.1% |
| 30D | +8.0% | -33.3% | +41.3% | +12.0% |
| 3M | +9.3% | -24.9% | +34.2% | +11.9% |
| 6M | +36.2% | -10.5% | +46.7% | +36.8% |
| YTD | +40.6% | +24.4% | +16.1% | +36.3% |
| 1Y | +43.1% | +32.3% | +10.8% | +37.8% |
| 3Y | +149.6% | +99.7% | +49.9% | +129.6% |
| 5Y | +181.6% | +38.4% | +143.2% | +166.5% |
| 10Y | +352.5% | +125.0% | +227.5% | +304.9% |
| All | +2,182.8% | +6,097.9% | -3,915.0% | +1,549.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling