+173.8%
TRV vs ALK
-34.8%
+208.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -0.3% | +9.0% | -9.3% | -1.3% |
| 30D | +9.6% | -1.6% | +11.2% | +9.6% |
| 3M | +2.7% | -23.2% | +25.9% | +5.5% |
| 6M | +32.0% | -3.9% | +35.9% | +31.4% |
| YTD | +37.8% | -22.6% | +60.4% | +39.9% |
| 1Y | +45.2% | -5.3% | +50.6% | +43.1% |
| 3Y | +145.3% | +18.6% | +126.7% | +122.3% |
| All | +173.8% | -34.8% | +208.6% | +178.7% |
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