+49.9%
TRV vs FIX
+14.3%
+35.6%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -15.1% | +18.6% | +2.1% |
| 7D | +3.9% | -18.9% | +22.8% | +2.1% |
| 30D | +13.5% | -36.3% | +49.8% | +9.3% |
| 3M | +8.9% | -38.5% | +47.4% | +4.7% |
| 6M | +36.8% | -42.3% | +79.0% | +31.4% |
| YTD | +42.7% | +17.1% | +25.6% | +44.6% |
| 1Y | +49.9% | +14.4% | +35.5% | +51.6% |
| All | +49.9% | +14.3% | +35.6% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling