+1,450.3%
TRV vs ALNY
+3,957.5%
-2,507.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.9% |
| 7D | -1.5% | -6.4% | +4.9% | -0.9% |
| 30D | -1.8% | +11.9% | -13.7% | -2.9% |
| 3M | +21.6% | -15.0% | +36.6% | +22.6% |
| 6M | +22.5% | -23.2% | +45.7% | +24.5% |
| YTD | +28.1% | -37.8% | +65.9% | +32.6% |
| 1Y | +37.0% | -47.3% | +84.3% | +43.7% |
| 3Y | +141.9% | +22.9% | +119.0% | +130.0% |
| 5Y | +158.5% | +30.6% | +127.9% | +137.8% |
| 10Y | +297.5% | +254.6% | +42.9% | +203.5% |
| All | +1,450.3% | +3,957.5% | -2,507.3% | +706.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling