+218.1%
TRV vs ALC
+24.0%
+194.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.8% |
| 7D | -0.1% | -2.1% | +1.9% | +0.4% |
| 30D | -3.4% | -0.1% | -3.3% | -3.5% |
| 3M | +26.4% | +5.9% | +20.5% | +24.2% |
| 6M | +19.3% | -15.9% | +35.2% | +24.2% |
| YTD | +28.3% | -10.1% | +38.4% | +31.0% |
| 1Y | +34.3% | -10.2% | +44.5% | +36.9% |
| 3Y | +140.1% | -13.6% | +153.7% | +143.1% |
| 5Y | +155.7% | -15.1% | +170.9% | +156.7% |
| All | +218.1% | +24.0% | +194.1% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling