+44.1%
TRV vs ABCL
+198.8%
-154.7%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +1.4% | +2.3% | -0.9% | +1.5% |
| 30D | +8.7% | -0.7% | +9.4% | +8.8% |
| 3M | +7.1% | +33.4% | -26.3% | +8.0% |
| 6M | +35.5% | +137.8% | -102.3% | +38.2% |
| YTD | +39.7% | +264.3% | -224.6% | +44.8% |
| 1Y | +44.1% | +209.2% | -165.1% | +49.1% |
| All | +44.1% | +198.8% | -154.7% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling