+154.4%
TRV vs FISV
-55.9%
+210.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | -1.5% | -7.2% | +5.7% | -0.5% |
| 30D | -1.8% | -7.2% | +5.4% | -0.9% |
| 3M | +21.6% | -8.2% | +29.7% | +22.6% |
| 6M | +22.5% | -17.7% | +40.2% | +24.9% |
| YTD | +28.1% | -27.2% | +55.3% | +32.7% |
| 1Y | +37.0% | -63.0% | +100.0% | +53.2% |
| 3Y | +141.9% | -59.8% | +201.6% | +157.2% |
| All | +154.4% | -55.9% | +210.2% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 5y: compounded portfolio wealth divided by compounded FISV 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…
5y analysis · Full analysis span regression · 6 months rolling