+6,604.2%
TRV vs RVTY
+2,302.5%
+4,301.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.6% |
| 7D | +1.9% | -4.5% | +6.5% | +2.8% |
| 30D | +1.7% | +5.5% | -3.7% | +0.6% |
| 3M | +23.9% | +22.5% | +1.4% | +18.7% |
| 6M | +26.3% | +38.9% | -12.6% | +17.5% |
| YTD | +30.8% | +28.7% | +2.1% | +23.0% |
| 1Y | +36.3% | +45.5% | -9.2% | +24.8% |
| 3Y | +145.0% | +16.4% | +128.6% | +128.6% |
| 5Y | +163.9% | -32.7% | +196.6% | +169.5% |
| 10Y | +305.8% | +142.5% | +163.3% | +212.4% |
| All | +6,604.2% | +2,302.5% | +4,301.7% | +2,970.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded RVTY 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling