+33.5%
TRV vs FTV
+14.3%
+19.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +1.0% |
| 7D | -1.5% | -5.2% | +3.7% | -0.4% |
| 30D | -1.8% | -11.5% | +9.7% | +0.6% |
| 3M | +21.6% | -9.0% | +30.6% | +23.8% |
| 6M | +22.5% | -2.0% | +24.5% | +22.7% |
| YTD | +28.1% | -0.9% | +29.1% | +27.5% |
| All | +33.5% | +14.3% | +19.2% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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