+176.1%
TRV vs FIX
+1,049.0%
-872.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.4% | -0.4% |
| 7D | -0.9% | -7.2% | +6.3% | -0.8% |
| 30D | +7.2% | -35.1% | +42.3% | +9.1% |
| 3M | +3.2% | -34.3% | +37.5% | +4.8% |
| 6M | +33.6% | -42.9% | +76.5% | +36.4% |
| YTD | +37.8% | +19.5% | +18.3% | +31.7% |
| 1Y | +43.4% | +16.8% | +26.6% | +37.1% |
| 3Y | +146.7% | +506.7% | -360.0% | +76.5% |
| 5Y | +176.1% | +1,046.7% | -870.6% | +63.2% |
| All | +176.1% | +1,049.0% | -872.9% | +63.2% |
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