+157.1%
TRV vs RIG
+56.9%
+100.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +0.2% | -8.2% | +8.4% | +0.7% |
| 30D | -2.3% | -0.2% | -2.2% | -2.4% |
| 3M | +22.7% | -2.7% | +25.4% | +22.7% |
| 6M | +21.9% | -7.5% | +29.4% | +22.1% |
| YTD | +27.5% | +38.3% | -10.8% | +23.6% |
| 1Y | +36.2% | +81.8% | -45.6% | +29.1% |
| 3Y | +140.6% | -30.2% | +170.8% | +141.1% |
| All | +157.1% | +56.9% | +100.3% | +127.9% |
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