+56.8%
RGTI vs TRV
+162.8%
-106.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.7% |
| 7D | +0.5% | +1.9% | -1.5% | +0.4% |
| 30D | -17.1% | +1.7% | -18.8% | -17.1% |
| 3M | -26.0% | +23.9% | -49.9% | -26.9% |
| 6M | -9.9% | +26.3% | -36.1% | -11.2% |
| YTD | -31.1% | +30.8% | -61.9% | -32.4% |
| 1Y | -8.5% | +36.3% | -44.8% | -10.8% |
| 3Y | +652.2% | +145.0% | +507.2% | +616.1% |
| All | +56.8% | +162.8% | -106.1% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling