+280.0%
RTX vs TRV
+298.6%
-18.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | -2.0% | -1.5% | -0.5% | -1.2% |
| 30D | -11.2% | -1.8% | -9.4% | -10.3% |
| 3M | +12.0% | +21.6% | -9.5% | -0.3% |
| 6M | -3.6% | +22.5% | -26.0% | -14.8% |
| YTD | +9.2% | +28.1% | -19.0% | -6.2% |
| 1Y | +29.7% | +37.0% | -7.3% | +6.9% |
| 3Y | +152.0% | +141.9% | +10.1% | +39.7% |
| 5Y | +165.8% | +158.5% | +7.3% | +37.5% |
| All | +280.0% | +298.6% | -18.6% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling