+154.5%
TRV vs RRC
+154.4%
+0.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.2% | -1.7% | +1.9% | +0.4% |
| 30D | -2.3% | +3.6% | -5.9% | -2.7% |
| 3M | +22.7% | +8.8% | +13.8% | +21.6% |
| 6M | +21.9% | +0.8% | +21.2% | +21.5% |
| YTD | +27.5% | +19.0% | +8.5% | +24.7% |
| 1Y | +36.2% | +22.9% | +13.3% | +32.5% |
| 3Y | +140.6% | +32.3% | +108.3% | +129.5% |
| 5Y | +154.5% | +151.6% | +3.0% | +124.5% |
| All | +154.5% | +154.4% | +0.2% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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