+96.8%
ALLY vs TAP
+2.7%
+94.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | +0.3% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | +3.1% | +9.1% | -6.1% | -1.3% |
| 3M | -12.6% | -3.8% | -8.8% | -11.6% |
| 6M | -12.4% | -3.4% | -9.0% | -12.0% |
| YTD | -13.2% | -10.6% | -2.5% | -10.7% |
| 1Y | +1.8% | -4.4% | +6.2% | +1.1% |
| 3Y | +58.0% | -24.4% | +82.3% | +71.8% |
| 5Y | -8.4% | +2.1% | -10.5% | -15.7% |
| 10Y | +195.3% | -48.7% | +244.0% | +205.2% |
| All | +96.8% | +2.7% | +94.1% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling