+313.1%
TGT vs ALLY
+95.5%
+217.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.2% |
| 7D | +5.5% | -0.7% | +6.2% | +5.7% |
| 30D | +6.0% | +1.1% | +4.9% | +5.7% |
| 3M | +8.0% | -13.2% | +21.2% | +11.8% |
| 6M | +32.3% | -13.5% | +45.8% | +36.8% |
| YTD | +71.3% | -14.3% | +85.5% | +76.8% |
| 1Y | +86.8% | -1.1% | +88.0% | +86.0% |
| 3Y | +67.9% | +62.0% | +5.9% | +46.5% |
| 5Y | -25.1% | -9.6% | -15.4% | -27.8% |
| 10Y | +211.8% | +176.0% | +35.9% | +132.8% |
| All | +313.1% | +95.5% | +217.7% | +226.3% |
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