+178.3%
TRV vs RCL
+289.6%
-111.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.2% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | +7.5% | +19.4% | -11.9% | +5.4% |
| 3M | +6.7% | +9.8% | -3.1% | +5.5% |
| 6M | +35.5% | +28.6% | +6.8% | +31.3% |
| YTD | +39.3% | +22.2% | +17.1% | +34.8% |
| 1Y | +41.8% | +29.7% | +12.1% | +36.1% |
| 3Y | +147.3% | +265.3% | -118.0% | +107.9% |
| 5Y | +178.3% | +301.8% | -123.4% | +129.5% |
| All | +178.3% | +289.6% | -111.2% | +129.5% |
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