-49.1%
TE vs ALLY
+0.5%
-49.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.7% |
| 7D | -10.5% | -0.2% | -10.3% | -10.5% |
| 30D | -32.4% | +3.4% | -35.9% | -34.4% |
| 3M | -60.9% | -11.1% | -49.8% | -56.9% |
| 6M | -62.8% | -11.5% | -51.3% | -59.3% |
| YTD | -65.7% | -12.3% | -53.4% | -60.1% |
| All | -49.1% | +0.5% | -49.6% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling