+365.7%
ALAB vs TRV
+70.2%
+295.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -7.4% |
| 7D | +3.2% | +0.5% | +2.7% | +3.4% |
| 30D | -13.6% | -4.9% | -8.7% | -15.4% |
| 3M | -16.6% | +23.7% | -40.3% | -9.9% |
| 6M | +142.3% | +20.3% | +122.0% | +161.0% |
| YTD | +73.6% | +27.1% | +46.6% | +89.2% |
| 1Y | +33.7% | +35.3% | -1.7% | +46.1% |
| All | +365.7% | +70.2% | +295.5% | +402.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling