+148.6%
TE vs ALNY
-40.8%
+189.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | -4.0% | +12.2% | -16.2% | -3.9% |
| 30D | -15.9% | +16.3% | -32.3% | -15.8% |
| 3M | -60.5% | -12.4% | -48.2% | -60.6% |
| 6M | -35.2% | -18.7% | -16.5% | -32.9% |
| YTD | -31.1% | -33.1% | +1.9% | -21.0% |
| 1Y | +148.6% | -41.3% | +190.0% | +207.8% |
| All | +148.6% | -40.8% | +189.4% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling