+203.4%
TGT vs ALLY
+190.4%
+13.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -5.0% | -3.3% | -1.8% | -4.2% |
| 30D | +3.0% | -4.1% | +7.1% | +4.1% |
| 3M | +22.6% | +1.4% | +21.2% | +22.0% |
| 6M | +31.2% | +14.4% | +16.8% | +26.1% |
| YTD | +63.7% | -4.9% | +68.6% | +64.8% |
| 1Y | +78.5% | +5.5% | +72.9% | +74.4% |
| 3Y | +40.5% | +66.0% | -25.5% | +21.0% |
| 5Y | -25.6% | -2.4% | -23.2% | -30.2% |
| All | +203.4% | +190.4% | +13.0% | +114.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling