+145.0%
TRV vs FTI
+267.9%
-122.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.0% |
| 7D | +1.9% | -4.4% | +6.3% | +2.3% |
| 30D | +1.7% | +1.5% | +0.2% | +1.6% |
| 3M | +23.9% | +8.2% | +15.7% | +22.9% |
| 6M | +26.3% | +18.8% | +7.4% | +23.8% |
| YTD | +30.8% | +71.7% | -40.9% | +22.7% |
| 1Y | +36.3% | +90.0% | -53.7% | +26.0% |
| 3Y | +145.0% | +270.5% | -125.5% | +109.8% |
| All | +145.0% | +267.9% | -122.8% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling