+145.3%
TRV vs FICO
-24.3%
+169.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -0.3% | -0.9% | +0.7% | -0.2% |
| 30D | +9.6% | +3.3% | +6.3% | +9.0% |
| 3M | +2.7% | -31.7% | +34.5% | +5.4% |
| 6M | +32.0% | -34.0% | +66.0% | +35.7% |
| YTD | +37.8% | -58.3% | +96.1% | +47.4% |
| 1Y | +45.2% | -57.9% | +103.2% | +55.1% |
| 3Y | +145.3% | -24.1% | +169.3% | +152.6% |
| All | +145.3% | -24.3% | +169.5% | +152.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling