+400.4%
ALAB vs TRV
+71.9%
+328.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.3% | +11.1% | +9.2% |
| 7D | +7.2% | -0.1% | +7.4% | +7.2% |
| 30D | -2.5% | -3.4% | +0.9% | -4.0% |
| 3M | -13.3% | +26.4% | -39.7% | -5.5% |
| 6M | +172.8% | +19.3% | +153.5% | +194.2% |
| YTD | +86.6% | +28.3% | +58.2% | +104.3% |
| 1Y | +65.2% | +34.3% | +30.9% | +81.5% |
| All | +400.4% | +71.9% | +328.5% | +442.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling