+1,208.1%
TRV vs FTI
+2,107.5%
-899.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +0.2% | -2.3% | +2.5% | +0.8% |
| 30D | -2.3% | +5.0% | -7.4% | -3.5% |
| 3M | +22.7% | +13.8% | +8.8% | +18.4% |
| 6M | +21.9% | +22.9% | -0.9% | +14.9% |
| YTD | +27.5% | +75.0% | -47.5% | +9.9% |
| 1Y | +36.2% | +96.9% | -60.6% | +13.7% |
| 3Y | +140.6% | +276.7% | -136.1% | +65.3% |
| 5Y | +154.5% | +1,157.0% | -1,002.5% | +20.9% |
| 10Y | +295.4% | +310.7% | -15.3% | +114.1% |
| All | +1,208.1% | +2,107.5% | -899.4% | +216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling