+344.9%
TRV vs FITB
+212.2%
+132.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +2.0% | +2.8% | -0.7% | +0.9% |
| 30D | +6.7% | +9.8% | -3.1% | +2.9% |
| 3M | +9.4% | -5.2% | +14.5% | +11.5% |
| 6M | +37.7% | +17.3% | +20.4% | +28.8% |
| YTD | +40.6% | +19.3% | +21.3% | +29.7% |
| 1Y | +42.4% | +32.7% | +9.7% | +25.8% |
| 3Y | +148.1% | +141.6% | +6.5% | +67.3% |
| 5Y | +181.7% | +48.9% | +132.8% | +123.5% |
| All | +344.9% | +212.2% | +132.7% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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