+154.5%
TRV vs RCL
+233.3%
-78.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | +0.2% | -2.2% | +2.4% | +0.4% |
| 30D | -2.3% | -15.7% | +13.3% | -0.6% |
| 3M | +22.7% | -8.0% | +30.7% | +23.5% |
| 6M | +21.9% | -10.1% | +32.1% | +22.6% |
| YTD | +27.5% | -5.9% | +33.4% | +26.9% |
| 1Y | +36.2% | -23.5% | +59.7% | +38.8% |
| 3Y | +140.6% | +174.4% | -33.8% | +107.9% |
| 5Y | +154.5% | +227.1% | -72.6% | +110.2% |
| All | +154.5% | +233.3% | -78.7% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling