+157.9%
TRV vs FIX
+2,061.9%
-1,904.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.4% |
| 7D | -0.1% | +6.0% | -6.2% | -0.5% |
| 30D | -3.4% | -7.2% | +3.8% | -3.1% |
| 3M | +26.4% | -15.9% | +42.2% | +27.2% |
| 6M | +19.3% | +12.7% | +6.6% | +16.9% |
| YTD | +28.3% | +72.8% | -44.5% | +20.7% |
| 1Y | +34.3% | +122.9% | -88.6% | +22.1% |
| 3Y | +140.1% | +774.3% | -634.2% | +68.0% |
| All | +157.9% | +2,061.9% | -1,904.0% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling