+194.9%
ALLY vs TAP
-49.5%
+244.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.5% |
| 7D | -0.2% | -7.8% | +7.6% | +3.8% |
| 30D | +3.4% | +7.1% | -3.7% | -0.4% |
| 3M | -11.1% | -7.0% | -4.0% | -8.4% |
| 6M | -11.5% | -3.8% | -7.7% | -10.9% |
| YTD | -12.3% | -11.7% | -0.6% | -9.2% |
| 1Y | +1.1% | -10.1% | +11.2% | +3.5% |
| 3Y | +64.8% | -23.7% | +88.5% | +79.1% |
| 5Y | -6.9% | +2.9% | -9.8% | -16.5% |
| 10Y | +194.9% | -49.5% | +244.4% | +168.6% |
| All | +194.9% | -49.5% | +244.4% | +168.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling