+714.4%
TLN vs ALLY
+55.2%
+659.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.3% |
| 7D | +15.9% | -2.8% | +18.7% | +17.0% |
| 30D | -0.3% | +1.9% | -2.2% | -1.2% |
| 3M | +5.8% | -12.1% | +17.9% | +10.3% |
| 6M | -1.2% | -9.0% | +7.8% | +1.8% |
| YTD | +1.0% | -12.9% | +14.0% | +5.2% |
| 1Y | +1.1% | -0.1% | +1.2% | +0.5% |
| 3Y | +591.7% | +64.6% | +527.1% | +558.0% |
| All | +714.4% | +55.2% | +659.2% | +681.1% |
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 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