+26.6%
ALNY vs TT
+120.7%
-94.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -3.5% | +1.4% | -4.9% | -3.9% |
| 30D | +18.9% | -6.7% | +25.6% | +20.9% |
| 3M | -13.3% | -5.4% | -7.9% | -12.4% |
| 6M | -20.3% | +4.4% | -24.6% | -21.6% |
| YTD | -35.1% | +14.9% | -50.0% | -37.7% |
| 1Y | -46.5% | +9.3% | -55.7% | -48.2% |
| All | +26.6% | +120.7% | -94.0% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling