+158.5%
TRV vs RGEN
-44.2%
+202.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.5% |
| 7D | -1.5% | -2.9% | +1.4% | -1.4% |
| 30D | -1.8% | -0.1% | -1.8% | -1.8% |
| 3M | +21.6% | +25.9% | -4.4% | +20.4% |
| 6M | +22.5% | +35.2% | -12.8% | +20.8% |
| YTD | +28.1% | +0.5% | +27.6% | +27.9% |
| 1Y | +37.0% | +37.0% | +0.1% | +34.8% |
| 3Y | +141.9% | +2.0% | +139.9% | +138.4% |
| 5Y | +158.5% | -44.2% | +202.7% | +146.2% |
| All | +158.5% | -44.2% | +202.7% | +146.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling