-12.6%
TLT vs ALLY
+174.3%
-186.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -3.1% | +0.4% | -3.5% | -3.1% |
| 30D | +1.0% | +5.2% | -4.2% | +1.3% |
| 3M | -2.7% | -13.3% | +10.6% | -3.3% |
| 6M | -4.1% | -6.7% | +2.5% | -4.4% |
| YTD | -5.4% | -12.8% | +7.5% | -5.8% |
| 1Y | -7.0% | +0.7% | -7.7% | -6.8% |
| 3Y | +2.8% | +65.2% | -62.4% | +6.5% |
| 5Y | -35.4% | -10.1% | -25.2% | -36.0% |
| All | -12.6% | +174.3% | -186.9% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling