+4,140.6%
TRV vs RIG
-41.1%
+4,181.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +0.5% | -2.7% | +3.2% | +0.8% |
| 30D | -4.9% | +9.5% | -14.4% | -6.0% |
| 3M | +23.7% | -6.6% | +30.4% | +24.3% |
| 6M | +20.3% | -2.9% | +23.2% | +19.7% |
| YTD | +27.1% | +39.5% | -12.4% | +20.7% |
| 1Y | +35.3% | +82.3% | -46.9% | +24.0% |
| 3Y | +139.8% | -29.6% | +169.4% | +137.7% |
| 5Y | +153.9% | +63.2% | +90.7% | +114.6% |
| 10Y | +285.9% | -45.0% | +330.8% | +200.5% |
| All | +4,140.6% | -41.1% | +4,181.7% | +3,386.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling