+36.3%
TRV vs RCL
-23.0%
+59.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.6% | +2.1% |
| 7D | +1.9% | -1.9% | +3.8% | +2.0% |
| 30D | +1.7% | -15.5% | +17.2% | +2.4% |
| 3M | +23.9% | -9.7% | +33.5% | +24.3% |
| 6M | +26.3% | -8.7% | +35.0% | +26.5% |
| YTD | +30.8% | -5.8% | +36.6% | +30.1% |
| 1Y | +36.3% | -24.5% | +60.8% | +41.2% |
| All | +36.3% | -23.0% | +59.3% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling