+352.5%
TRV vs FIX
+3,723.8%
-3,371.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +1.4% | -13.9% | +15.3% | +3.3% |
| 30D | +8.7% | -35.5% | +44.2% | +15.7% |
| 3M | +7.1% | -33.9% | +41.0% | +13.0% |
| 6M | +35.5% | -43.3% | +78.8% | +45.2% |
| YTD | +39.7% | +18.7% | +21.1% | +27.3% |
| 1Y | +44.1% | +13.8% | +30.3% | +31.8% |
| 3Y | +148.1% | +495.0% | -346.8% | +35.8% |
| 5Y | +178.6% | +1,049.0% | -870.5% | +19.0% |
| 10Y | +352.5% | +3,644.4% | -3,291.9% | +33.2% |
| All | +352.5% | +3,723.8% | -3,371.3% | +33.2% |
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