+157.9%
TRV vs ABCL
-41.3%
+199.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | -0.1% | +0.7% | -0.9% | -0.2% |
| 30D | -3.4% | +93.1% | -96.5% | -3.9% |
| 3M | +26.4% | +79.4% | -53.0% | +25.9% |
| 6M | +19.3% | +214.9% | -195.6% | +18.0% |
| YTD | +28.3% | +234.2% | -205.9% | +26.8% |
| 1Y | +34.3% | +174.8% | -140.5% | +32.7% |
| 3Y | +140.1% | +104.5% | +35.7% | +136.0% |
| All | +157.9% | -41.3% | +199.2% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling