+153.9%
TRV vs ALK
-28.9%
+182.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.7% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -4.9% | -18.5% | +13.6% | -2.7% |
| 3M | +23.7% | -3.6% | +27.3% | +23.6% |
| 6M | +20.3% | -3.7% | +24.0% | +19.6% |
| YTD | +27.1% | -19.0% | +46.1% | +28.6% |
| 1Y | +35.3% | -36.0% | +71.4% | +41.2% |
| 3Y | +139.8% | +2.3% | +137.5% | +125.5% |
| 5Y | +153.9% | -27.8% | +181.6% | +145.3% |
| All | +153.9% | -28.9% | +182.7% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling