+489.9%
TRV vs ALM
+7,705.7%
-7,215.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -0.1% | -2.6% | +2.5% | -0.1% |
| 30D | -3.4% | +32.0% | -35.4% | -3.5% |
| 3M | +26.4% | -15.0% | +41.4% | +26.4% |
| 6M | +19.3% | -10.1% | +29.4% | +19.3% |
| YTD | +28.3% | +99.4% | -71.1% | +28.0% |
| 1Y | +34.3% | +316.4% | -282.1% | +33.7% |
| 3Y | +140.1% | +2,022.0% | -1,881.8% | +137.8% |
| 5Y | +155.7% | +941.2% | -785.5% | +153.5% |
| 10Y | +285.5% | +2,950.3% | -2,664.8% | +280.6% |
| All | +489.9% | +7,705.7% | -7,215.9% | +472.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling