+248.5%
TRV vs ALC
+30.4%
+218.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.8% |
| 7D | +2.0% | -1.1% | +3.1% | +2.3% |
| 30D | +6.7% | +16.0% | -9.3% | +2.6% |
| 3M | +9.4% | +0.8% | +8.5% | +8.9% |
| 6M | +37.7% | +16.8% | +20.9% | +31.6% |
| YTD | +40.6% | -5.5% | +46.1% | +41.4% |
| 1Y | +42.4% | -5.3% | +47.7% | +43.1% |
| 3Y | +148.1% | +4.1% | +144.0% | +137.5% |
| 5Y | +181.7% | -7.1% | +188.7% | +174.7% |
| All | +248.5% | +30.4% | +218.1% | +185.3% |
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