+344.9%
TRV vs FN
+700.1%
-355.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +0.4% |
| 7D | +2.0% | +0.3% | +1.8% | +1.9% |
| 30D | +6.7% | -16.5% | +23.3% | +7.5% |
| 3M | +9.4% | -42.1% | +51.5% | +12.3% |
| 6M | +37.7% | -52.9% | +90.6% | +42.6% |
| YTD | +40.6% | -28.0% | +68.5% | +38.9% |
| 1Y | +42.4% | -18.5% | +60.9% | +38.8% |
| 3Y | +148.1% | +93.9% | +54.3% | +110.0% |
| 5Y | +181.7% | +170.5% | +11.2% | +121.3% |
| All | +344.9% | +700.1% | -355.2% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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