+159.7%
TRV vs FLEX
+737.7%
-578.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.2% | -5.1% | +1.8% |
| 7D | +1.9% | +5.7% | -3.8% | +1.7% |
| 30D | +1.7% | -7.0% | +8.7% | +1.9% |
| 3M | +23.9% | -23.8% | +47.7% | +24.9% |
| 6M | +26.3% | +82.6% | -56.4% | +19.3% |
| YTD | +30.8% | +91.6% | -60.8% | +22.6% |
| 1Y | +36.3% | +100.6% | -64.2% | +26.6% |
| 3Y | +145.0% | +479.8% | -334.8% | +91.6% |
| All | +159.7% | +737.7% | -578.1% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling