+50.5%
RSP vs TRV
+154.4%
-104.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -2.5% | -2.3% | -0.2% | -1.8% |
| 3M | +3.0% | +22.7% | -19.7% | -4.0% |
| 6M | +8.9% | +21.9% | -13.0% | +1.5% |
| YTD | +13.0% | +27.5% | -14.5% | +3.6% |
| 1Y | +16.2% | +36.2% | -20.0% | +4.0% |
| 3Y | +52.7% | +140.6% | -87.9% | +8.3% |
| 5Y | +50.5% | +154.5% | -104.1% | +1.8% |
| All | +50.5% | +154.4% | -104.0% | +1.8% |
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