+344.9%
TRV vs ALLY
+172.1%
+172.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +0.1% | -2.1% | +2.2% | +0.7% |
| 30D | +8.0% | +2.0% | +6.0% | +7.3% |
| 3M | +9.3% | -13.3% | +22.6% | +13.8% |
| 6M | +36.2% | -9.9% | +46.1% | +39.6% |
| YTD | +40.6% | -13.5% | +54.1% | +45.1% |
| 1Y | +43.1% | -2.8% | +45.9% | +42.3% |
| 3Y | +149.6% | +63.4% | +86.2% | +103.4% |
| 5Y | +181.6% | -10.9% | +192.5% | +169.0% |
| All | +344.9% | +172.1% | +172.8% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling