+6,477.2%
TRV vs ALK
+839.9%
+5,637.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.7% |
| 7D | -0.1% | -0.7% | +0.5% | 0.0% |
| 30D | -3.4% | -19.2% | +15.8% | +0.9% |
| 3M | +26.4% | -1.5% | +27.9% | +25.7% |
| 6M | +19.3% | -13.1% | +32.3% | +20.4% |
| YTD | +28.3% | -16.4% | +44.8% | +29.9% |
| 1Y | +34.3% | -33.1% | +67.4% | +41.8% |
| 3Y | +140.1% | +0.6% | +139.5% | +121.8% |
| 5Y | +155.7% | -26.4% | +182.1% | +147.0% |
| 10Y | +285.5% | -34.2% | +319.7% | +255.0% |
| All | +6,477.2% | +839.9% | +5,637.3% | +2,648.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling