+43.1%
TRV vs FN
-21.9%
+65.0%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +0.7% |
| 7D | +0.1% | +20.8% | -20.7% | +1.3% |
| 30D | +8.0% | -17.3% | +25.3% | +7.3% |
| 3M | +9.3% | -38.1% | +47.4% | +7.2% |
| 6M | +36.2% | -44.2% | +80.4% | +33.3% |
| YTD | +40.6% | -22.3% | +62.9% | +41.1% |
| 1Y | +43.1% | -20.9% | +64.0% | +43.3% |
| All | +43.1% | -21.9% | +65.0% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling