-31.8%
TE vs ALLY
+54.4%
-86.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +5.2% |
| 7D | -12.6% | +0.9% | -13.5% | -13.8% |
| 30D | -36.7% | +3.1% | -39.8% | -38.9% |
| 3M | -57.5% | -12.6% | -44.9% | -51.7% |
| 6M | -55.2% | -12.4% | -42.8% | -48.6% |
| YTD | -64.7% | -13.2% | -51.5% | -59.9% |
| 1Y | -35.9% | +1.8% | -37.7% | -38.3% |
| 3Y | -31.8% | +58.0% | -89.8% | -62.1% |
| All | -31.8% | +54.4% | -86.2% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling