+286.1%
TRV vs FTV
+90.8%
+195.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -0.9% |
| 7D | -0.1% | -4.5% | +4.3% | +1.8% |
| 30D | -3.4% | -7.1% | +3.6% | -0.5% |
| 3M | +26.4% | -7.2% | +33.6% | +29.9% |
| 6M | +19.3% | -1.5% | +20.8% | +19.2% |
| YTD | +28.3% | +3.5% | +24.9% | +24.7% |
| 1Y | +34.3% | +20.3% | +13.9% | +21.8% |
| 3Y | +140.1% | -3.1% | +143.3% | +134.1% |
| 5Y | +155.7% | +2.3% | +153.4% | +137.7% |
| 10Y | +285.5% | +76.3% | +209.2% | +178.0% |
| All | +286.1% | +90.8% | +195.3% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling