+6,604.2%
TRV vs RRX
+3,890.5%
+2,713.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +1.1% |
| 7D | +1.9% | -0.3% | +2.3% | +2.0% |
| 30D | +1.7% | -6.1% | +7.8% | +3.2% |
| 3M | +23.9% | -23.1% | +46.9% | +30.4% |
| 6M | +26.3% | -19.5% | +45.8% | +29.5% |
| YTD | +30.8% | +16.1% | +14.7% | +20.6% |
| 1Y | +36.3% | +12.9% | +23.4% | +25.8% |
| 3Y | +145.0% | +7.9% | +137.1% | +117.2% |
| 5Y | +163.9% | +19.1% | +144.8% | +120.4% |
| 10Y | +305.8% | +225.8% | +80.0% | +149.1% |
| All | +6,604.2% | +3,890.5% | +2,713.7% | +2,499.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling