+340.8%
TRV vs FN
+800.2%
-459.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.9% | -6.2% | -0.7% |
| 7D | -2.4% | +8.0% | -10.4% | -3.0% |
| 30D | +7.5% | -19.1% | +26.6% | +8.5% |
| 3M | +6.7% | -29.8% | +36.5% | +8.3% |
| 6M | +35.5% | -43.2% | +78.7% | +38.6% |
| YTD | +39.3% | -18.9% | +58.2% | +36.8% |
| 1Y | +41.8% | -17.9% | +59.7% | +38.6% |
| 3Y | +147.3% | +120.1% | +27.2% | +107.7% |
| 5Y | +178.3% | +206.7% | -28.4% | +117.0% |
| All | +340.8% | +800.2% | -459.5% | +197.8% |
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