+528.3%
TLN vs ALLY
+54.4%
+473.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.8% | +7.7% |
| 7D | -1.3% | +0.9% | -2.2% | -2.0% |
| 30D | -10.5% | +3.1% | -13.6% | -12.0% |
| 3M | +0.1% | -12.6% | +12.7% | +5.2% |
| 6M | -17.4% | -12.4% | -5.0% | -13.3% |
| YTD | -9.7% | -13.2% | +3.5% | -5.3% |
| 1Y | -12.3% | +1.8% | -14.1% | -13.7% |
| 3Y | +528.3% | +58.0% | +470.3% | +480.1% |
| All | +528.3% | +54.4% | +473.9% | +480.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling