+293.8%
TRV vs ALB
+84.6%
+209.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.9% |
| 7D | -1.5% | -7.6% | +6.1% | -0.7% |
| 30D | -1.8% | -5.6% | +3.8% | -1.3% |
| 3M | +21.6% | -16.8% | +38.4% | +23.5% |
| 6M | +22.5% | -26.3% | +48.8% | +25.2% |
| YTD | +28.1% | -13.2% | +41.4% | +27.7% |
| 1Y | +37.0% | +68.8% | -31.8% | +24.6% |
| 3Y | +141.9% | -30.7% | +172.6% | +139.9% |
| 5Y | +158.5% | -46.3% | +204.8% | +156.4% |
| All | +293.8% | +84.6% | +209.2% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling