+467.4%
TRV vs RNG
+305.9%
+161.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +0.2% | -4.1% | +4.2% | +0.4% |
| 30D | -2.3% | +8.6% | -11.0% | -2.9% |
| 3M | +22.7% | +78.0% | -55.3% | +17.8% |
| 6M | +21.9% | +67.0% | -45.1% | +17.1% |
| YTD | +27.5% | +142.4% | -115.0% | +18.8% |
| 1Y | +36.2% | +120.4% | -84.2% | +27.5% |
| 3Y | +140.6% | +122.1% | +18.5% | +121.6% |
| 5Y | +154.5% | -69.8% | +224.4% | +165.4% |
| 10Y | +295.4% | +223.4% | +72.0% | +221.7% |
| All | +467.4% | +305.9% | +161.5% | +355.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling