+344.9%
TRV vs ALK
-45.9%
+390.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +2.0% | -1.2% | +3.2% | +2.2% |
| 30D | +6.7% | +7.7% | -1.0% | +4.7% |
| 3M | +9.4% | -19.0% | +28.3% | +13.8% |
| 6M | +37.7% | -0.2% | +37.9% | +35.2% |
| YTD | +40.6% | -23.5% | +64.1% | +44.5% |
| 1Y | +42.4% | -9.1% | +51.6% | +39.9% |
| 3Y | +148.1% | +12.0% | +136.1% | +115.8% |
| 5Y | +181.7% | -30.9% | +212.5% | +172.5% |
| All | +344.9% | -45.9% | +390.8% | +290.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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