+33.9%
TRV vs FRMI
-78.0%
+111.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.3% |
| 7D | +0.2% | +15.9% | -15.7% | +0.5% |
| 30D | -2.3% | -6.0% | +3.6% | -2.3% |
| 3M | +22.7% | -1.6% | +24.3% | +23.2% |
| 6M | +21.9% | -30.7% | +52.6% | +21.4% |
| YTD | +27.5% | -30.9% | +58.3% | +27.6% |
| All | +33.9% | -78.0% | +111.9% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling