+53.1%
RGTI vs TRV
+160.8%
-107.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.5% |
| 7D | -0.1% | -1.5% | +1.3% | -0.1% |
| 30D | -16.2% | -1.8% | -14.4% | -16.2% |
| 3M | -22.0% | +21.6% | -43.6% | -22.9% |
| 6M | -10.8% | +22.5% | -33.2% | -11.9% |
| YTD | -31.6% | +28.1% | -59.7% | -32.8% |
| 1Y | -6.4% | +37.0% | -43.4% | -8.8% |
| 3Y | +665.7% | +141.9% | +523.8% | +630.8% |
| 5Y | +55.6% | +158.5% | -102.9% | +47.1% |
| All | +53.1% | +160.8% | -107.7% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling