+159.7%
TRV vs RRX
+17.8%
+141.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +1.7% |
| 7D | +1.9% | -0.3% | +2.3% | +2.0% |
| 30D | +1.7% | -6.1% | +7.8% | +2.3% |
| 3M | +23.9% | -23.1% | +46.9% | +26.3% |
| 6M | +26.3% | -19.5% | +45.8% | +27.3% |
| YTD | +30.8% | +16.1% | +14.7% | +25.1% |
| 1Y | +36.3% | +12.9% | +23.4% | +30.5% |
| 3Y | +145.0% | +7.9% | +137.1% | +131.2% |
| All | +159.7% | +17.8% | +141.8% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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