+159.7%
TRV vs ALNY
+30.5%
+129.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | +1.9% | -6.5% | +8.5% | +2.2% |
| 30D | +1.7% | +11.0% | -9.3% | +1.3% |
| 3M | +23.9% | -14.1% | +38.0% | +24.3% |
| 6M | +26.3% | -22.4% | +48.7% | +27.1% |
| YTD | +30.8% | -37.5% | +68.3% | +32.5% |
| 1Y | +36.3% | -46.9% | +83.3% | +38.7% |
| 3Y | +145.0% | +22.1% | +122.9% | +141.5% |
| All | +159.7% | +30.5% | +129.2% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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