+2,002.0%
TRV vs RL
+1,536.1%
+465.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.1% |
| 7D | +0.1% | +2.4% | -2.3% | -0.5% |
| 30D | +8.0% | +4.6% | +3.4% | +6.8% |
| 3M | +9.3% | -1.1% | +10.4% | +9.3% |
| 6M | +36.2% | +16.5% | +19.7% | +30.2% |
| YTD | +40.6% | +11.4% | +29.2% | +35.0% |
| 1Y | +43.1% | +16.1% | +27.0% | +35.9% |
| 3Y | +149.6% | +252.6% | -103.0% | +75.5% |
| 5Y | +181.6% | +244.9% | -63.2% | +92.9% |
| 10Y | +352.5% | +342.4% | +10.2% | +170.9% |
| All | +2,002.0% | +1,536.1% | +465.9% | +678.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling