+66.3%
RSP vs TRV
+147.5%
-81.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.3% | -2.4% | +2.1% | +0.3% |
| 30D | +4.4% | +7.5% | -3.0% | +2.7% |
| 3M | +1.3% | +6.7% | -5.4% | -0.3% |
| 6M | +10.0% | +35.5% | -25.5% | +1.5% |
| YTD | +17.6% | +39.3% | -21.7% | +7.6% |
| 1Y | +19.2% | +41.8% | -22.6% | +8.5% |
| All | +66.3% | +147.5% | -81.2% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling