+384.5%
ALAB vs TRV
+70.7%
+313.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +4.2% |
| 7D | +9.6% | +0.2% | +9.5% | +9.7% |
| 30D | -5.3% | -2.3% | -2.9% | -6.2% |
| 3M | -12.0% | +22.7% | -34.7% | -5.2% |
| 6M | +145.7% | +21.9% | +123.8% | +165.5% |
| YTD | +80.7% | +27.5% | +53.2% | +97.2% |
| 1Y | +40.1% | +36.2% | +3.9% | +53.3% |
| All | +384.5% | +70.7% | +313.8% | +423.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling