+293.8%
TRV vs FTI
+301.2%
-7.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.1% |
| 7D | -1.5% | -5.6% | +4.1% | -0.3% |
| 30D | -1.8% | +0.4% | -2.2% | -2.0% |
| 3M | +21.6% | +8.1% | +13.5% | +19.2% |
| 6M | +22.5% | +16.7% | +5.8% | +17.7% |
| YTD | +28.1% | +70.0% | -41.8% | +13.6% |
| 1Y | +37.0% | +85.4% | -48.4% | +18.9% |
| 3Y | +141.9% | +265.9% | -124.0% | +76.1% |
| 5Y | +158.5% | +1,072.7% | -914.2% | +36.4% |
| All | +293.8% | +301.2% | -7.4% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling