+140.0%
TRV vs RNG
+120.1%
+19.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -1.5% | -9.6% | +8.1% | -0.9% |
| 30D | -1.8% | +8.8% | -10.6% | -2.3% |
| 3M | +21.6% | +78.6% | -57.0% | +17.4% |
| 6M | +22.5% | +70.3% | -47.8% | +18.0% |
| YTD | +28.1% | +140.3% | -112.2% | +20.5% |
| 1Y | +37.0% | +126.6% | -89.6% | +29.1% |
| All | +140.0% | +120.1% | +19.9% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling