+36.2%
TRV vs FIX
+125.7%
-89.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.2% |
| 7D | +0.2% | +3.5% | -3.3% | +0.4% |
| 30D | -2.3% | -3.5% | +1.2% | -2.5% |
| 3M | +22.7% | -11.8% | +34.5% | +22.0% |
| 6M | +21.9% | +17.8% | +4.2% | +22.7% |
| YTD | +27.5% | +73.3% | -45.8% | +30.7% |
| 1Y | +36.2% | +128.1% | -91.9% | +38.4% |
| All | +36.2% | +125.7% | -89.4% | +38.4% |
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