-53.2%
TE vs ALLY
+79.4%
-132.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.0% | +3.7% | -7.6% | -5.3% |
| 30D | -15.9% | -2.3% | -13.6% | -15.0% |
| 3M | -60.5% | +3.8% | -64.4% | -61.0% |
| 6M | -35.2% | +9.7% | -44.9% | -37.5% |
| YTD | -31.1% | -1.4% | -29.7% | -30.6% |
| 1Y | +148.6% | +8.2% | +140.4% | +141.5% |
| 3Y | -26.4% | +66.5% | -92.9% | -35.6% |
| 5Y | -48.0% | +1.2% | -49.2% | -52.5% |
| All | -53.2% | +79.4% | -132.5% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling