+154.5%
TRV vs ALB
-43.9%
+198.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +0.4% |
| 7D | +0.2% | -8.6% | +8.8% | +0.5% |
| 30D | -2.3% | -4.0% | +1.7% | -2.2% |
| 3M | +22.7% | -17.4% | +40.1% | +23.5% |
| 6M | +21.9% | -25.4% | +47.3% | +22.9% |
| YTD | +27.5% | -10.5% | +38.0% | +26.9% |
| 1Y | +36.2% | +75.8% | -39.6% | +30.1% |
| 3Y | +140.6% | -28.5% | +169.1% | +140.9% |
| 5Y | +154.5% | -45.1% | +199.6% | +157.5% |
| All | +154.5% | -43.9% | +198.4% | +157.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling