+295.4%
TRV vs ALLY
+178.1%
+117.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +0.2% | -1.9% | +2.1% | +0.7% |
| 30D | -2.3% | -4.5% | +2.1% | -1.1% |
| 3M | +22.7% | -2.8% | +25.5% | +23.2% |
| 6M | +21.9% | +10.3% | +11.6% | +17.6% |
| YTD | +27.5% | -5.7% | +33.2% | +28.4% |
| 1Y | +36.2% | +3.9% | +32.3% | +32.8% |
| 3Y | +140.6% | +64.7% | +75.9% | +95.7% |
| 5Y | +154.5% | -2.6% | +157.1% | +135.9% |
| 10Y | +295.4% | +186.0% | +109.4% | +141.7% |
| All | +295.4% | +178.1% | +117.4% | +141.7% |
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