+154.5%
TRV vs RVTY
-34.2%
+188.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +0.5% |
| 7D | +0.2% | -5.4% | +5.6% | +0.6% |
| 30D | -2.3% | +6.7% | -9.1% | -2.9% |
| 3M | +22.7% | +19.0% | +3.7% | +20.8% |
| 6M | +21.9% | +34.6% | -12.7% | +18.5% |
| YTD | +27.5% | +28.3% | -0.8% | +24.1% |
| 1Y | +36.2% | +46.0% | -9.8% | +30.7% |
| 3Y | +140.6% | +16.9% | +123.7% | +134.3% |
| 5Y | +154.5% | -32.9% | +187.4% | +156.3% |
| All | +154.5% | -34.2% | +188.7% | +156.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling