-47.3%
TE vs ALLY
+1.6%
-48.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -4.0% | +3.7% | -7.6% | -6.4% |
| 30D | -15.9% | -2.3% | -13.6% | -14.4% |
| 3M | -60.5% | +3.8% | -64.4% | -61.4% |
| 6M | -35.2% | +9.7% | -44.9% | -39.5% |
| YTD | -31.1% | -1.4% | -29.7% | -30.5% |
| 1Y | +148.6% | +8.2% | +140.4% | +133.5% |
| 3Y | -26.4% | +66.5% | -92.9% | -45.5% |
| All | -47.3% | +1.6% | -48.9% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling