-80.5%
TE vs ALLY
+58.6%
-139.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.4% |
| 7D | -19.1% | +0.4% | -19.4% | -19.1% |
| 30D | -34.1% | +5.2% | -39.4% | -35.5% |
| 3M | -60.1% | -13.3% | -46.8% | -57.7% |
| 6M | -66.0% | -6.7% | -59.3% | -64.7% |
| YTD | -71.4% | -12.8% | -58.6% | -69.7% |
| 1Y | -45.3% | +0.7% | -46.0% | -45.1% |
| 3Y | +9.1% | +65.2% | -56.1% | -2.5% |
| 5Y | -82.6% | -10.1% | -72.4% | -83.3% |
| All | -80.5% | +58.6% | -139.1% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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