+77.9%
TEM vs ALLY
+5.7%
+72.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.8% | -6.5% | -6.4% |
| 7D | -5.9% | +0.4% | -6.2% | -6.1% |
| 30D | +4.8% | +5.2% | -0.4% | -0.3% |
| 3M | +31.9% | -13.3% | +45.2% | +50.4% |
| 6M | +56.0% | -6.7% | +62.6% | +63.9% |
| YTD | +21.3% | -12.8% | +34.1% | +35.7% |
| 1Y | +5.4% | +0.7% | +4.7% | +0.2% |
| All | +77.9% | +5.7% | +72.2% | +63.0% |
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