+181.6%
TRV vs ALB
-63.0%
+244.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +0.1% | -3.6% | +3.7% | +0.2% |
| 30D | +8.0% | -2.9% | +10.9% | +8.1% |
| 3M | +9.3% | -25.8% | +35.1% | +10.3% |
| 6M | +36.2% | -53.6% | +89.8% | +40.1% |
| YTD | +40.6% | -32.4% | +72.9% | +41.3% |
| 1Y | +43.1% | -13.0% | +56.1% | +41.7% |
| 3Y | +149.6% | -15.0% | +164.6% | +140.9% |
| 5Y | +181.6% | -63.5% | +245.2% | +192.2% |
| All | +181.6% | -63.0% | +244.6% | +192.2% |
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