+37.0%
TRV vs RL
+9.4%
+27.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -1.5% | -2.2% | +0.7% | -1.4% |
| 30D | -1.8% | -15.3% | +13.5% | -1.1% |
| 3M | +21.6% | -10.3% | +31.9% | +21.9% |
| 6M | +22.5% | -2.2% | +24.7% | +22.1% |
| YTD | +28.1% | -4.3% | +32.4% | +27.5% |
| 1Y | +37.0% | +8.9% | +28.2% | +33.2% |
| All | +37.0% | +9.4% | +27.7% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling