-53.1%
TE vs ALNY
+110.1%
-163.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +0.2% | -6.5% | +6.8% | +1.4% |
| 30D | -5.9% | +11.0% | -17.0% | -7.8% |
| 3M | -45.6% | -14.1% | -31.5% | -45.4% |
| 6M | -43.4% | -22.4% | -21.0% | -42.2% |
| YTD | -31.0% | -37.5% | +6.5% | -26.3% |
| 1Y | +145.2% | -46.9% | +192.1% | +171.3% |
| 3Y | -24.1% | +22.1% | -46.1% | -32.6% |
| 5Y | -48.1% | +31.2% | -79.3% | -56.7% |
| All | -53.1% | +110.1% | -163.2% | -61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling