+295.4%
TRV vs FIX
+5,928.8%
-5,633.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | +0.2% | +3.5% | -3.3% | -0.4% |
| 30D | -2.3% | -3.5% | +1.2% | -2.0% |
| 3M | +22.7% | -11.8% | +34.5% | +23.8% |
| 6M | +21.9% | +17.8% | +4.2% | +15.4% |
| YTD | +27.5% | +73.3% | -45.8% | +10.6% |
| 1Y | +36.2% | +128.1% | -91.9% | +9.9% |
| 3Y | +140.6% | +772.7% | -632.1% | +26.0% |
| 5Y | +154.5% | +2,166.4% | -2,011.9% | -4.7% |
| 10Y | +295.4% | +6,034.5% | -5,739.0% | +13.2% |
| All | +295.4% | +5,928.8% | -5,633.4% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling