+180.5%
TRV vs RL
+239.2%
-58.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +2.0% | +2.6% | -0.6% | +1.7% |
| 30D | +6.7% | +2.9% | +3.8% | +6.3% |
| 3M | +9.4% | 0.0% | +9.4% | +9.2% |
| 6M | +37.7% | +17.1% | +20.6% | +34.3% |
| YTD | +40.6% | +10.1% | +30.5% | +37.8% |
| 1Y | +42.4% | +17.3% | +25.1% | +38.3% |
| 3Y | +148.1% | +249.3% | -101.2% | +101.1% |
| All | +180.5% | +239.2% | -58.6% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling