+49.9%
TRV vs FTI
+57.1%
-7.3%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +3.2% |
| 7D | +3.9% | -9.7% | +13.5% | +3.1% |
| 30D | +13.5% | -8.2% | +21.6% | +12.8% |
| 3M | +8.9% | -7.8% | +16.7% | +8.4% |
| 6M | +36.8% | -13.4% | +50.2% | +36.2% |
| YTD | +42.7% | +45.1% | -2.4% | +45.1% |
| 1Y | +49.9% | +54.6% | -4.7% | +51.8% |
| All | +49.9% | +57.1% | -7.3% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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