+229.8%
ALNY vs TT
+725.1%
-495.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.8% | +5.9% |
| 7D | +5.8% | +4.0% | +1.8% | +4.3% |
| 30D | -26.5% | -11.3% | -15.2% | -23.2% |
| 3M | -27.3% | -12.3% | -15.0% | -24.0% |
| 6M | -43.4% | -10.8% | -32.5% | -41.3% |
| YTD | -58.5% | +8.2% | -66.7% | -60.0% |
| 1Y | -63.6% | +1.5% | -65.1% | -64.2% |
| 3Y | 0.0% | +91.5% | -91.5% | -24.2% |
| 5Y | -3.4% | +130.2% | -133.6% | -34.3% |
| All | +229.8% | +725.1% | -495.3% | +22.0% |
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