+138.7%
TRV vs RGEN
+2.1%
+136.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | +0.2% | -4.6% | +4.7% | +0.3% |
| 30D | -2.3% | +1.2% | -3.5% | -2.4% |
| 3M | +22.7% | +26.8% | -4.1% | +21.4% |
| 6M | +21.9% | +29.1% | -7.1% | +20.5% |
| YTD | +27.5% | +0.7% | +26.7% | +27.3% |
| 1Y | +36.2% | +39.1% | -2.8% | +33.7% |
| All | +138.7% | +2.1% | +136.6% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling