+159.7%
TRV vs RSG
+89.9%
+69.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.7% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +1.7% | +4.0% | -2.2% | -0.1% |
| 3M | +23.9% | +7.4% | +16.5% | +19.8% |
| 6M | +26.3% | +0.1% | +26.2% | +25.8% |
| YTD | +30.8% | +6.0% | +24.8% | +26.7% |
| 1Y | +36.3% | -3.0% | +39.3% | +37.5% |
| 3Y | +145.0% | +56.5% | +88.5% | +100.9% |
| All | +159.7% | +89.9% | +69.8% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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