+301.7%
TGT vs ALLY
+98.1%
+203.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | +2.6% | +0.9% | +1.7% | +2.4% |
| 30D | +5.0% | +3.1% | +1.9% | +4.2% |
| 3M | +8.5% | -12.6% | +21.1% | +12.2% |
| 6M | +23.8% | -12.4% | +36.2% | +27.5% |
| YTD | +66.5% | -13.2% | +79.7% | +71.3% |
| 1Y | +84.9% | +1.8% | +83.1% | +82.6% |
| 3Y | +59.2% | +58.0% | +1.2% | +39.8% |
| 5Y | -27.2% | -8.4% | -18.8% | -30.1% |
| 10Y | +221.5% | +195.3% | +26.2% | +136.7% |
| All | +301.7% | +98.1% | +203.6% | +216.2% |
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