+8.2%
ALLY vs TAP
-14.5%
+22.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +3.7% | -2.3% | +6.0% | +3.8% |
| 30D | -2.3% | -2.1% | -0.1% | -2.1% |
| 3M | +3.8% | +6.6% | -2.8% | +3.4% |
| 6M | +9.7% | -11.5% | +21.2% | +10.0% |
| YTD | -1.4% | -10.3% | +8.8% | -2.2% |
| 1Y | +8.2% | -14.4% | +22.6% | +5.9% |
| All | +8.2% | -14.5% | +22.7% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling