+158.5%
TRV vs ALM
+856.4%
-697.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +0.7% |
| 7D | -1.5% | -7.1% | +5.6% | -1.3% |
| 30D | -1.8% | +24.7% | -26.5% | -2.4% |
| 3M | +21.6% | +8.3% | +13.3% | +21.0% |
| 6M | +22.5% | -22.2% | +44.6% | +22.5% |
| YTD | +28.1% | +88.1% | -59.9% | +24.5% |
| 1Y | +37.0% | +272.4% | -235.3% | +29.8% |
| 3Y | +141.9% | +2,004.1% | -1,862.2% | +109.9% |
| 5Y | +158.5% | +915.8% | -757.3% | +128.7% |
| All | +158.5% | +856.4% | -697.9% | +128.7% |
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