+236.1%
ALNY vs TT
+961.2%
-725.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -6.5% | -1.2% | -5.3% | -6.1% |
| 30D | +11.0% | -7.3% | +18.4% | +13.9% |
| 3M | -14.1% | -3.6% | -10.5% | -13.2% |
| 6M | -22.4% | +2.8% | -25.2% | -23.7% |
| YTD | -37.5% | +14.5% | -52.0% | -41.0% |
| 1Y | -46.9% | +7.4% | -54.3% | -49.0% |
| 3Y | +22.1% | +116.2% | -94.2% | -12.2% |
| 5Y | +31.2% | +147.4% | -116.2% | -13.3% |
| All | +236.1% | +961.2% | -725.1% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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