+167.2%
ALLY vs TAP
-46.0%
+213.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.8% |
| 7D | +0.4% | +1.3% | -0.9% | -0.3% |
| 30D | +5.2% | +5.7% | -0.5% | +2.0% |
| 3M | -13.3% | -1.9% | -11.4% | -13.1% |
| 6M | -6.7% | +0.9% | -7.6% | -8.3% |
| YTD | -12.8% | -9.5% | -3.3% | -10.8% |
| 1Y | +0.7% | -9.0% | +9.6% | +2.5% |
| 3Y | +65.2% | -22.2% | +87.5% | +78.0% |
| 5Y | -10.1% | +1.2% | -11.4% | -18.7% |
| All | +167.2% | -46.0% | +213.2% | +154.1% |
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