-76.7%
TE vs ALLY
+59.5%
-136.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.4% |
| 7D | -10.5% | -0.2% | -10.3% | -10.6% |
| 30D | -32.4% | +3.4% | -35.9% | -33.4% |
| 3M | -60.9% | -11.1% | -49.8% | -59.0% |
| 6M | -62.8% | -11.5% | -51.3% | -60.7% |
| YTD | -65.7% | -12.3% | -53.4% | -63.8% |
| 1Y | -39.9% | +1.1% | -41.0% | -39.9% |
| 3Y | +10.6% | +64.8% | -54.2% | -1.3% |
| 5Y | -79.7% | -6.9% | -72.8% | -80.6% |
| All | -76.7% | +59.5% | -136.2% | -78.2% |
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