+137.1%
TRV vs FGI
-69.1%
+206.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.3% |
| 7D | +0.2% | +14.7% | -14.5% | +0.2% |
| 30D | -2.3% | +67.0% | -69.3% | -2.4% |
| 3M | +22.7% | +31.0% | -8.3% | +22.7% |
| 6M | +21.9% | +126.8% | -104.9% | +21.6% |
| YTD | +27.5% | +35.6% | -8.1% | +27.3% |
| 1Y | +36.2% | +108.9% | -72.7% | +35.4% |
| 3Y | +140.6% | -0.3% | +140.9% | +139.9% |
| All | +137.1% | -69.1% | +206.2% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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