+1,627.7%
TRV vs RSG
+1,999.8%
-372.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.8% |
| 7D | -1.5% | -1.8% | +0.3% | -0.8% |
| 30D | -1.8% | +2.8% | -4.6% | -2.8% |
| 3M | +21.6% | +4.3% | +17.3% | +19.7% |
| 6M | +22.5% | -0.5% | +23.0% | +22.4% |
| YTD | +28.1% | +5.2% | +22.9% | +25.5% |
| 1Y | +37.0% | -2.1% | +39.2% | +37.5% |
| 3Y | +141.9% | +56.5% | +85.4% | +105.7% |
| 5Y | +158.5% | +89.5% | +69.0% | +104.2% |
| 10Y | +297.5% | +424.8% | -127.2% | +130.8% |
| All | +1,627.7% | +1,999.8% | -372.1% | +551.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling