+162.9%
RTX vs TRV
+154.4%
+8.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | -11.6% | -2.3% | -9.2% | -10.8% |
| 3M | +9.2% | +22.7% | -13.5% | +1.1% |
| 6M | -4.4% | +21.9% | -26.4% | -11.4% |
| YTD | +8.9% | +27.5% | -18.6% | -0.8% |
| 1Y | +32.1% | +36.2% | -4.1% | +17.3% |
| 3Y | +151.2% | +140.6% | +10.6% | +69.9% |
| 5Y | +162.9% | +154.5% | +8.4% | +68.3% |
| All | +162.9% | +154.4% | +8.5% | +68.3% |
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