+224.3%
TRV vs ALC
+16.1%
+208.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | +1.9% | -6.3% | +8.3% | +3.7% |
| 30D | +1.7% | -10.3% | +12.0% | +4.6% |
| 3M | +23.9% | -0.7% | +24.6% | +23.8% |
| 6M | +26.3% | -17.8% | +44.1% | +32.2% |
| YTD | +30.8% | -15.8% | +46.6% | +35.8% |
| 1Y | +36.3% | -16.7% | +53.1% | +41.7% |
| 3Y | +145.0% | -19.7% | +164.8% | +152.9% |
| 5Y | +163.9% | -19.8% | +183.7% | +168.4% |
| All | +224.3% | +16.1% | +208.1% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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