-53.4%
TE vs ALNY
+109.1%
-162.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.1% | -2.7% | -6.0% |
| 7D | +0.9% | -6.4% | +7.3% | +2.0% |
| 30D | -16.3% | +11.9% | -28.2% | -18.1% |
| 3M | -40.8% | -15.0% | -25.7% | -40.4% |
| 6M | -42.6% | -23.2% | -19.4% | -41.3% |
| YTD | -31.4% | -37.8% | +6.3% | -26.7% |
| 1Y | +144.9% | -47.3% | +192.2% | +171.3% |
| 3Y | -26.0% | +22.9% | -48.9% | -34.4% |
| 5Y | -48.5% | +30.6% | -79.1% | -57.0% |
| All | -53.4% | +109.1% | -162.5% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling