+147.4%
RTX vs TRV
+180.6%
-33.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.8% | +2.0% | +2.7% | +4.0% |
| 30D | +6.5% | +6.7% | -0.2% | +4.0% |
| 3M | -9.6% | +9.4% | -19.0% | -12.5% |
| 6M | +12.3% | +37.7% | -25.4% | -0.2% |
| YTD | +9.5% | +40.6% | -31.1% | -3.6% |
| 1Y | +15.8% | +42.4% | -26.6% | +1.5% |
| 3Y | +157.0% | +148.1% | +8.9% | +74.8% |
| All | +147.4% | +180.6% | -33.2% | +53.1% |
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