+357.4%
TRV vs FICO
+544.0%
-186.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.5% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +7.2% | +8.4% | -1.2% | +5.1% |
| 3M | +3.2% | -30.5% | +33.7% | +8.5% |
| 6M | +33.6% | -35.7% | +69.3% | +41.6% |
| YTD | +37.8% | -57.2% | +95.0% | +57.5% |
| 1Y | +43.4% | -58.4% | +101.8% | +64.7% |
| 3Y | +146.7% | -24.8% | +171.5% | +133.9% |
| 5Y | +176.1% | +79.3% | +96.8% | +92.8% |
| 10Y | +357.4% | +531.6% | -174.2% | +121.9% |
| All | +357.4% | +544.0% | -186.5% | +121.9% |
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