+180.5%
TRV vs ALM
+410.2%
-229.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -0.1% |
| 7D | +2.0% | +1.2% | +0.8% | +2.0% |
| 30D | +6.7% | -19.3% | +26.1% | +7.1% |
| 3M | +9.4% | -40.6% | +50.0% | +10.2% |
| 6M | +37.7% | -57.9% | +95.6% | +39.5% |
| YTD | +40.6% | -6.7% | +47.3% | +38.4% |
| 1Y | +42.4% | +20.2% | +22.3% | +39.0% |
| 3Y | +148.1% | +879.4% | -731.3% | +121.1% |
| All | +180.5% | +410.2% | -229.7% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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