+294.1%
TRV vs ALLE
+153.0%
+141.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +0.5% | +2.8% | -2.3% | -0.6% |
| 30D | -4.9% | -7.6% | +2.8% | -1.9% |
| 3M | +23.7% | +22.8% | +1.0% | +13.4% |
| 6M | +20.3% | +4.6% | +15.7% | +17.1% |
| YTD | +27.1% | -1.2% | +28.3% | +25.9% |
| 1Y | +35.3% | -9.1% | +44.5% | +38.7% |
| 3Y | +139.8% | +50.0% | +89.8% | +94.6% |
| 5Y | +153.9% | +15.2% | +138.6% | +127.2% |
| All | +294.1% | +153.0% | +141.2% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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