+34.6%
TRV vs FRMI
-78.6%
+113.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +0.5% |
| 7D | -1.5% | +10.9% | -12.4% | -1.2% |
| 30D | -1.8% | -24.3% | +22.5% | -2.3% |
| 3M | +21.6% | -21.8% | +43.3% | +21.3% |
| 6M | +22.5% | -33.0% | +55.5% | +21.8% |
| YTD | +28.1% | -32.6% | +60.8% | +28.2% |
| All | +34.6% | -78.6% | +113.2% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 5y: compounded portfolio wealth divided by compounded FRMI 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…
5y analysis · Full analysis span regression · 6 months rolling