-8.5%
RGTI vs TRV
+39.8%
-48.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +1.8% |
| 7D | +0.5% | +1.9% | -1.5% | +1.5% |
| 30D | -17.1% | +1.7% | -18.8% | -16.2% |
| 3M | -26.0% | +23.9% | -49.9% | -18.1% |
| 6M | -9.9% | +26.3% | -36.1% | +1.1% |
| YTD | -31.1% | +30.8% | -61.9% | -21.7% |
| 1Y | -8.5% | +36.3% | -44.8% | +9.6% |
| All | -8.5% | +39.8% | -48.3% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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