+229.8%
ALNY vs TPR
+364.3%
-134.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.5% | +5.4% |
| 7D | +5.8% | -0.3% | +6.1% | +5.9% |
| 30D | -26.5% | +15.1% | -41.6% | -28.3% |
| 3M | -27.3% | +3.5% | -30.9% | -28.0% |
| 6M | -43.4% | +0.4% | -43.8% | -44.0% |
| YTD | -58.5% | +4.6% | -63.1% | -59.4% |
| 1Y | -63.6% | +33.1% | -96.7% | -65.9% |
| 3Y | 0.0% | +396.0% | -396.0% | -26.8% |
| 5Y | -3.4% | +230.3% | -233.7% | -26.2% |
| All | +229.8% | +364.3% | -134.5% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling