+7,061.3%
TRV vs ALK
+828.7%
+6,232.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +1.4% | +12.9% | -11.6% | -1.3% |
| 30D | +8.7% | +5.5% | +3.1% | +7.1% |
| 3M | +7.1% | -12.1% | +19.2% | +9.4% |
| 6M | +35.5% | +1.7% | +33.8% | +32.8% |
| YTD | +39.7% | -17.4% | +57.1% | +41.2% |
| 1Y | +44.1% | -1.9% | +46.0% | +39.8% |
| 3Y | +148.1% | +21.2% | +126.9% | +119.2% |
| 5Y | +178.6% | -27.8% | +206.4% | +169.7% |
| 10Y | +352.5% | -41.0% | +393.6% | +325.3% |
| All | +7,061.3% | +828.7% | +6,232.6% | +2,887.8% |
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