+352.5%
TRV vs ALLE
+217.2%
+135.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +8.7% | +25.9% | -17.2% | -0.9% |
| 3M | +7.1% | +14.9% | -7.8% | +1.0% |
| 6M | +35.5% | +42.1% | -6.6% | +16.8% |
| YTD | +39.7% | +20.4% | +19.3% | +27.7% |
| 1Y | +44.1% | +14.9% | +29.2% | +34.2% |
| 3Y | +148.1% | +90.1% | +58.0% | +82.6% |
| 5Y | +178.6% | +53.0% | +125.6% | +120.4% |
| 10Y | +352.5% | +208.8% | +143.7% | +191.8% |
| All | +352.5% | +217.2% | +135.3% | +191.8% |
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