+535.7%
TRV vs ALLY
+95.5%
+440.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.0% |
| 7D | +1.4% | -0.7% | +2.0% | +1.5% |
| 30D | +8.7% | +1.1% | +7.5% | +8.3% |
| 3M | +7.1% | -13.2% | +20.2% | +11.3% |
| 6M | +35.5% | -13.5% | +49.0% | +40.4% |
| YTD | +39.7% | -14.3% | +54.0% | +44.5% |
| 1Y | +44.1% | -1.1% | +45.2% | +42.7% |
| 3Y | +148.1% | +62.0% | +86.1% | +104.9% |
| 5Y | +178.6% | -9.6% | +188.2% | +164.1% |
| 10Y | +352.5% | +176.0% | +176.6% | +182.1% |
| All | +535.7% | +95.5% | +440.2% | +311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling