+502.5%
TRV vs ALLE
+336.8%
+165.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | +7.1% | +14.9% | -7.8% | +1.2% |
| 6M | +35.5% | +42.1% | -6.6% | +17.6% |
| YTD | +39.7% | +20.4% | +19.3% | +28.2% |
| 1Y | +44.1% | +14.9% | +29.2% | +34.6% |
| 3Y | +148.1% | +90.1% | +58.0% | +85.9% |
| 5Y | +178.6% | +53.0% | +125.6% | +122.8% |
| 10Y | +352.5% | +208.8% | +143.7% | +180.7% |
| All | +502.5% | +336.8% | +165.7% | +249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling