+302.0%
TRV vs RCL
+346.0%
-44.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.6% | +2.0% |
| 7D | +1.9% | -1.9% | +3.8% | +2.3% |
| 30D | +1.7% | -15.5% | +17.2% | +4.5% |
| 3M | +23.9% | -9.7% | +33.5% | +25.6% |
| 6M | +26.3% | -8.7% | +35.0% | +27.0% |
| YTD | +30.8% | -5.8% | +36.6% | +30.0% |
| 1Y | +36.3% | -24.5% | +60.8% | +40.3% |
| 3Y | +145.0% | +173.9% | -28.9% | +95.5% |
| 5Y | +163.9% | +228.0% | -64.1% | +94.2% |
| All | +302.0% | +346.0% | -44.0% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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