-54.0%
TE vs ALLY
-1.7%
-52.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.2% | -7.4% | -7.8% |
| 7D | -26.9% | -0.7% | -26.2% | -26.3% |
| 30D | -38.9% | +1.1% | -40.1% | -39.5% |
| 3M | -61.0% | -13.2% | -47.8% | -56.1% |
| 6M | -66.4% | -13.5% | -52.9% | -62.5% |
| YTD | -69.0% | -14.3% | -54.7% | -63.2% |
| 1Y | -54.0% | -1.1% | -52.9% | -51.7% |
| All | -54.0% | -1.7% | -52.3% | -51.7% |
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