+176.1%
TRV vs ALLY
-6.7%
+182.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +7.2% | +3.4% | +3.7% | +6.5% |
| 3M | +3.2% | -11.1% | +14.2% | +5.3% |
| 6M | +33.6% | -11.5% | +45.1% | +36.1% |
| YTD | +37.8% | -12.3% | +50.1% | +40.2% |
| 1Y | +43.4% | +1.1% | +42.3% | +42.0% |
| 3Y | +146.7% | +64.8% | +81.9% | +119.9% |
| 5Y | +176.1% | -6.9% | +183.0% | +178.9% |
| All | +176.1% | -6.7% | +182.8% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling