+4,264.0%
TRV vs RCL
+4,549.4%
-285.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.1% | -5.1% | +4.9% | +0.9% |
| 30D | -3.4% | -19.0% | +15.6% | +0.7% |
| 3M | +26.4% | -9.6% | +36.0% | +28.4% |
| 6M | +19.3% | -6.7% | +26.0% | +19.5% |
| YTD | +28.3% | -3.9% | +32.3% | +26.8% |
| 1Y | +34.3% | -25.1% | +59.4% | +39.1% |
| 3Y | +140.1% | +179.1% | -39.0% | +83.4% |
| 5Y | +155.7% | +243.3% | -87.6% | +75.6% |
| 10Y | +285.5% | +325.8% | -40.2% | +117.1% |
| All | +4,264.0% | +4,549.4% | -285.3% | +1,091.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling