+138.7%
TRV vs FLEX
+465.7%
-327.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.3% |
| 7D | +0.2% | +6.4% | -6.2% | +0.3% |
| 30D | -2.3% | -5.9% | +3.5% | -2.4% |
| 3M | +22.7% | -23.5% | +46.1% | +22.3% |
| 6M | +21.9% | +83.7% | -61.8% | +20.6% |
| YTD | +27.5% | +86.5% | -59.0% | +25.8% |
| 1Y | +36.2% | +100.5% | -64.3% | +33.7% |
| All | +138.7% | +465.7% | -327.0% | +126.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling