+6,961.6%
TRV vs ALK
+770.6%
+6,191.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -0.3% | +9.0% | -9.3% | -2.2% |
| 30D | +9.6% | -1.6% | +11.2% | +9.7% |
| 3M | +2.7% | -23.2% | +25.9% | +8.1% |
| 6M | +32.0% | -3.9% | +35.9% | +31.0% |
| YTD | +37.8% | -22.6% | +60.4% | +41.3% |
| 1Y | +45.2% | -5.3% | +50.6% | +42.0% |
| 3Y | +145.3% | +18.6% | +126.7% | +117.7% |
| 5Y | +172.3% | -34.4% | +206.7% | +169.3% |
| 10Y | +367.3% | -40.8% | +408.1% | +339.1% |
| All | +6,961.6% | +770.6% | +6,191.0% | +2,888.4% |
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