+148.1%
TRV vs ALB
-14.4%
+162.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +2.0% | -5.8% | +7.8% | +2.0% |
| 30D | +6.7% | -4.5% | +11.3% | +6.7% |
| 3M | +9.4% | -28.1% | +37.4% | +9.4% |
| 6M | +37.7% | -53.2% | +90.9% | +38.2% |
| YTD | +40.6% | -33.3% | +73.9% | +40.1% |
| 1Y | +42.4% | -17.4% | +59.9% | +41.2% |
| 3Y | +148.1% | -14.1% | +162.3% | +146.0% |
| All | +148.1% | -14.4% | +162.6% | +146.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling