+157.9%
TRV vs ALLE
+13.7%
+144.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.6% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -3.4% | -6.8% | +3.4% | -1.7% |
| 3M | +26.4% | +21.0% | +5.4% | +20.0% |
| 6M | +19.3% | +1.1% | +18.2% | +18.5% |
| YTD | +28.3% | -0.5% | +28.9% | +27.5% |
| 1Y | +34.3% | -7.3% | +41.5% | +36.0% |
| 3Y | +140.1% | +42.3% | +97.9% | +114.6% |
| All | +157.9% | +13.7% | +144.2% | +141.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling