+358.7%
ALAB vs TRV
+71.7%
+287.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.9% | -5.1% |
| 7D | +0.6% | -1.5% | +2.1% | 0.0% |
| 30D | -8.8% | -1.8% | -7.0% | -9.5% |
| 3M | -14.0% | +21.6% | -35.6% | -7.5% |
| 6M | +144.3% | +22.5% | +121.8% | +164.5% |
| YTD | +71.0% | +28.1% | +42.9% | +87.1% |
| 1Y | +23.5% | +37.0% | -13.5% | +35.5% |
| All | +358.7% | +71.7% | +287.0% | +396.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling