+3,943.2%
TRV vs ALB
+2,835.3%
+1,107.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -0.4% |
| 7D | -0.1% | -8.1% | +7.9% | +1.6% |
| 30D | -3.4% | +6.3% | -9.7% | -4.9% |
| 3M | +26.4% | -23.6% | +50.0% | +32.7% |
| 6M | +19.3% | -24.6% | +43.9% | +24.0% |
| YTD | +28.3% | -10.3% | +38.6% | +26.9% |
| 1Y | +34.3% | +61.5% | -27.2% | +14.3% |
| 3Y | +140.1% | -34.0% | +174.1% | +132.4% |
| 5Y | +155.7% | -44.6% | +200.3% | +142.2% |
| 10Y | +285.5% | +76.1% | +209.4% | +134.7% |
| All | +3,943.2% | +2,835.3% | +1,107.9% | +1,082.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling