+157.6%
TRV vs FITB
+68.4%
+89.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.8% | -1.0% | -0.8% | -1.5% |
| 30D | -2.1% | -5.5% | +3.4% | -0.6% |
| 3M | +21.2% | +4.1% | +17.0% | +19.5% |
| 6M | +22.0% | +18.7% | +3.3% | +15.7% |
| YTD | +27.7% | +18.2% | +9.6% | +20.8% |
| 1Y | +36.6% | +23.7% | +12.9% | +27.2% |
| 3Y | +141.1% | +130.8% | +10.3% | +83.0% |
| 5Y | +157.6% | +69.8% | +87.8% | +108.8% |
| All | +157.6% | +68.4% | +89.2% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling