+317.0%
TGT vs ALLY
+124.8%
+192.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +0.8% | +3.7% | -2.9% | -0.1% |
| 30D | +12.2% | -2.3% | +14.4% | +12.8% |
| 3M | +33.8% | +3.8% | +30.0% | +32.3% |
| 6M | +39.3% | +9.7% | +29.6% | +35.5% |
| YTD | +72.9% | -1.4% | +74.3% | +72.4% |
| 1Y | +84.6% | +8.2% | +76.3% | +79.4% |
| 3Y | +46.2% | +66.5% | -20.3% | +26.3% |
| 5Y | -21.3% | +1.2% | -22.5% | -26.6% |
| 10Y | +213.5% | +191.4% | +22.1% | +129.3% |
| All | +317.0% | +124.8% | +192.2% | +218.1% |
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