-22.7%
TGT vs ALLY
-0.2%
-22.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | +0.1% |
| 7D | -0.6% | +1.0% | -1.7% | -1.0% |
| 30D | +9.5% | -3.3% | +12.8% | +10.7% |
| 3M | +32.3% | +0.5% | +31.8% | +31.7% |
| 6M | +37.0% | +12.6% | +24.4% | +30.7% |
| YTD | +71.0% | -4.7% | +75.7% | +72.3% |
| 1Y | +85.0% | +5.2% | +79.8% | +79.4% |
| 3Y | +46.8% | +66.5% | -19.7% | +18.7% |
| 5Y | -22.7% | +0.2% | -23.0% | -31.6% |
| All | -22.7% | -0.2% | -22.5% | -31.6% |
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