+153.7%
TRV vs ALLY
-0.1%
+153.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.4% |
| 7D | +0.5% | +1.0% | -0.5% | +0.3% |
| 30D | -4.9% | -3.3% | -1.6% | -4.3% |
| 3M | +23.7% | +0.5% | +23.3% | +23.3% |
| 6M | +20.3% | +12.6% | +7.7% | +17.3% |
| YTD | +27.1% | -4.7% | +31.7% | +27.4% |
| 1Y | +35.3% | +5.2% | +30.1% | +33.0% |
| 3Y | +139.8% | +66.5% | +73.3% | +113.3% |
| All | +153.7% | -0.1% | +153.8% | +143.7% |
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 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