-27.8%
TE vs ALLY
+63.1%
-90.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.0% |
| 7D | -4.0% | +3.7% | -7.6% | -7.3% |
| 30D | -15.9% | -2.3% | -13.6% | -13.9% |
| 3M | -60.5% | +3.8% | -64.4% | -61.8% |
| 6M | -35.2% | +9.7% | -44.9% | -41.3% |
| YTD | -31.1% | -1.4% | -29.7% | -30.6% |
| 1Y | +148.6% | +8.2% | +140.4% | +125.7% |
| All | -27.8% | +63.1% | -90.9% | -57.4% |
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