+302.0%
TRV vs FLR
+19.7%
+282.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.9% |
| 7D | +1.9% | -3.5% | +5.4% | +2.4% |
| 30D | +1.7% | +4.2% | -2.5% | +1.1% |
| 3M | +23.9% | +8.1% | +15.8% | +21.9% |
| 6M | +26.3% | +21.5% | +4.7% | +21.4% |
| YTD | +30.8% | +36.8% | -6.0% | +23.3% |
| 1Y | +36.3% | +31.2% | +5.1% | +28.7% |
| 3Y | +145.0% | +53.9% | +91.1% | +118.0% |
| 5Y | +163.9% | +243.0% | -79.2% | +102.7% |
| All | +302.0% | +19.7% | +282.3% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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