+2,004.2%
TRV vs FIX
+8,590.7%
-6,586.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.4% | -1.4% |
| 7D | -0.9% | -7.2% | +6.3% | -0.4% |
| 30D | +7.2% | -35.1% | +42.3% | +13.1% |
| 3M | +3.2% | -34.3% | +37.5% | +8.3% |
| 6M | +33.6% | -42.9% | +76.5% | +41.8% |
| YTD | +37.8% | +19.5% | +18.3% | +29.1% |
| 1Y | +43.4% | +16.8% | +26.6% | +34.4% |
| 3Y | +146.7% | +506.7% | -360.0% | +68.4% |
| 5Y | +176.1% | +1,046.7% | -870.6% | +66.7% |
| 10Y | +357.4% | +3,800.0% | -3,442.5% | +121.4% |
| All | +2,004.2% | +8,590.7% | -6,586.5% | +710.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling