+180.5%
TRV vs RIG
+62.5%
+118.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.2% |
| 7D | +2.0% | +5.7% | -3.7% | +1.7% |
| 30D | +6.7% | -0.7% | +7.4% | +6.6% |
| 3M | +9.4% | -3.1% | +12.5% | +9.3% |
| 6M | +37.7% | -16.3% | +54.0% | +38.7% |
| YTD | +40.6% | +34.1% | +6.4% | +36.2% |
| 1Y | +42.4% | +38.2% | +4.3% | +37.5% |
| 3Y | +148.1% | -15.3% | +163.4% | +144.2% |
| All | +180.5% | +62.5% | +118.1% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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