-21.7%
TLT vs ALLY
+193.4%
-215.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.2% |
| 7D | -0.4% | +3.7% | -4.1% | -0.3% |
| 30D | -0.6% | -2.3% | +1.7% | -0.7% |
| 3M | -2.7% | +3.8% | -6.6% | -2.6% |
| 6M | -5.6% | +9.7% | -15.3% | -5.2% |
| YTD | -2.8% | -1.4% | -1.4% | -2.8% |
| 1Y | -1.4% | +8.2% | -9.7% | -0.9% |
| 3Y | -1.6% | +66.5% | -68.1% | +1.8% |
| 5Y | -33.8% | +1.2% | -35.0% | -34.1% |
| All | -21.7% | +193.4% | -215.0% | -7.5% |
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