+283.9%
TRV vs FICO
+606.0%
-322.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.7% | +15.3% | +2.0% |
| 7D | -0.1% | -19.2% | +19.0% | +3.9% |
| 30D | -3.4% | -14.6% | +11.2% | -0.9% |
| 3M | +26.4% | -20.1% | +46.5% | +30.8% |
| 6M | +19.3% | -36.3% | +55.6% | +28.2% |
| YTD | +28.3% | -44.9% | +73.2% | +41.9% |
| 1Y | +34.3% | -38.6% | +72.9% | +43.5% |
| 3Y | +140.1% | +4.0% | +136.2% | +115.4% |
| 5Y | +155.7% | +99.5% | +56.2% | +82.0% |
| All | +283.9% | +606.0% | -322.1% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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