+581.7%
TLN vs ALLY
+75.8%
+506.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.4% | +3.6% |
| 7D | +7.1% | +3.7% | +3.4% | +5.7% |
| 30D | -3.9% | -2.3% | -1.6% | -3.1% |
| 3M | -16.2% | +3.8% | -20.0% | -17.3% |
| 6M | -5.8% | +9.7% | -15.5% | -8.9% |
| YTD | -15.4% | -1.4% | -14.0% | -15.4% |
| 1Y | -16.7% | +8.2% | -24.9% | -19.4% |
| 3Y | +473.8% | +66.5% | +407.3% | +429.4% |
| All | +581.7% | +75.8% | +506.0% | +528.3% |
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