+140.0%
TRV vs FTV
-5.5%
+145.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +1.1% |
| 7D | -1.5% | -5.2% | +3.7% | -0.3% |
| 30D | -1.8% | -11.5% | +9.7% | +0.9% |
| 3M | +21.6% | -9.0% | +30.6% | +24.1% |
| 6M | +22.5% | -2.0% | +24.5% | +22.7% |
| YTD | +28.1% | -0.9% | +29.1% | +27.6% |
| 1Y | +37.0% | +14.8% | +22.2% | +31.5% |
| All | +140.0% | -5.5% | +145.6% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling