+10,266.7%
RTX vs TRV
+6,617.1%
+3,649.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.1% |
| 7D | -5.2% | -0.1% | -5.0% | -5.1% |
| 30D | -9.4% | -3.4% | -6.0% | -8.0% |
| 3M | +12.3% | +26.4% | -14.1% | +0.9% |
| 6M | -3.1% | +19.3% | -22.4% | -10.8% |
| YTD | +10.7% | +28.3% | -17.7% | -1.5% |
| 1Y | +28.4% | +34.3% | -5.9% | +12.0% |
| 3Y | +147.1% | +140.1% | +6.9% | +62.8% |
| 5Y | +167.2% | +155.7% | +11.5% | +69.8% |
| 10Y | +274.7% | +285.5% | -10.8% | +98.4% |
| All | +10,266.7% | +6,617.1% | +3,649.6% | +1,664.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling