+546.2%
TRV vs ALM
+3,551.9%
-3,005.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | 0.0% |
| 7D | +2.0% | +1.2% | +0.8% | +2.0% |
| 30D | +6.7% | -19.3% | +26.1% | +6.8% |
| 3M | +9.4% | -40.6% | +50.0% | +9.5% |
| 6M | +37.7% | -57.9% | +95.6% | +37.9% |
| YTD | +40.6% | -6.7% | +47.3% | +40.5% |
| 1Y | +42.4% | +20.2% | +22.3% | +42.2% |
| 3Y | +148.1% | +879.4% | -731.3% | +146.2% |
| 5Y | +181.7% | +415.3% | -233.6% | +179.6% |
| 10Y | +352.6% | +2,100.8% | -1,748.2% | +347.2% |
| All | +546.2% | +3,551.9% | -3,005.7% | +528.3% |
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