+194.8%
TRV vs RDW
-0.7%
+195.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.1% |
| 7D | +1.9% | +0.9% | +1.1% | +1.9% |
| 30D | +1.7% | -21.3% | +23.0% | +2.1% |
| 3M | +23.9% | -37.9% | +61.7% | +24.9% |
| 6M | +26.3% | +12.3% | +14.0% | +24.6% |
| YTD | +30.8% | +39.7% | -8.9% | +27.6% |
| 1Y | +36.3% | +25.7% | +10.6% | +32.9% |
| 3Y | +145.0% | +230.8% | -85.8% | +127.2% |
| 5Y | +163.9% | -8.8% | +172.6% | +147.2% |
| All | +194.8% | -0.7% | +195.5% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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