+1,249.5%
TRV vs FLR
+609.6%
+640.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | -4.9% | -0.7% | -4.2% | -4.9% |
| 3M | +23.7% | +14.3% | +9.4% | +18.9% |
| 6M | +20.3% | +25.6% | -5.3% | +12.1% |
| YTD | +27.1% | +42.9% | -15.8% | +14.6% |
| 1Y | +35.3% | +38.7% | -3.4% | +22.1% |
| 3Y | +139.8% | +61.8% | +78.0% | +97.8% |
| 5Y | +153.9% | +254.1% | -100.2% | +67.4% |
| 10Y | +285.9% | +20.0% | +265.8% | +173.5% |
| All | +1,249.5% | +609.6% | +640.0% | +490.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling