+408.6%
TRV vs FWONK
+276.3%
+132.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | -1.5% | -1.5% | +0.1% | -1.1% |
| 30D | -1.8% | -6.8% | +5.0% | -0.1% |
| 3M | +21.6% | +7.7% | +13.9% | +19.2% |
| 6M | +22.5% | +11.0% | +11.5% | +18.9% |
| YTD | +28.1% | -3.1% | +31.3% | +28.5% |
| 1Y | +37.0% | -3.5% | +40.5% | +37.4% |
| 3Y | +141.9% | +44.6% | +97.3% | +115.3% |
| 5Y | +158.5% | +98.3% | +60.2% | +105.8% |
| 10Y | +297.5% | +339.3% | -41.8% | +151.5% |
| All | +408.6% | +276.3% | +132.2% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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