+139.8%
TRV vs ALC
-15.5%
+155.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.7% |
| 7D | +0.5% | -3.7% | +4.1% | +1.1% |
| 30D | -4.9% | -3.7% | -1.1% | -4.3% |
| 3M | +23.7% | +4.6% | +19.2% | +22.6% |
| 6M | +20.3% | -14.6% | +34.9% | +23.1% |
| YTD | +27.1% | -11.9% | +38.9% | +29.1% |
| 1Y | +35.3% | -13.1% | +48.5% | +37.7% |
| 3Y | +139.8% | -15.0% | +154.8% | +152.9% |
| All | +139.8% | -15.5% | +155.3% | +152.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling