+293.8%
TRV vs FLEX
+1,045.7%
-751.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +1.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -1.8% | -11.8% | +10.0% | -0.3% |
| 3M | +21.6% | -22.6% | +44.1% | +24.5% |
| 6M | +22.5% | +77.3% | -54.9% | +6.5% |
| YTD | +28.1% | +78.8% | -50.6% | +10.6% |
| 1Y | +37.0% | +86.1% | -49.0% | +16.4% |
| 3Y | +141.9% | +446.2% | -304.3% | +56.1% |
| 5Y | +158.5% | +689.7% | -531.2% | +48.6% |
| All | +293.8% | +1,045.7% | -751.9% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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