-48.5%
TE vs ALLY
+73.4%
-121.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.3% | +13.3% | +11.4% |
| 7D | +18.2% | +1.0% | +17.2% | +17.6% |
| 30D | -13.5% | -3.3% | -10.2% | -12.3% |
| 3M | -44.6% | +0.5% | -45.0% | -44.5% |
| 6M | -24.7% | +12.6% | -37.3% | -28.1% |
| YTD | -24.3% | -4.7% | -19.6% | -22.7% |
| 1Y | +155.6% | +5.2% | +150.3% | +150.8% |
| 3Y | -18.3% | +66.5% | -84.7% | -28.1% |
| 5Y | -41.3% | +0.2% | -41.5% | -45.8% |
| All | -48.5% | +73.4% | -121.9% | -53.5% |
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