-12.5%
TLT vs ALLY
+201.0%
-213.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | +0.1% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +5.1% | +3.4% | +1.7% | +5.3% |
| 3M | -0.2% | -11.1% | +10.9% | -0.6% |
| 6M | -2.9% | -11.5% | +8.6% | -3.4% |
| YTD | -2.7% | -12.3% | +9.6% | -3.1% |
| 1Y | -4.6% | +1.1% | -5.7% | -4.4% |
| 3Y | +6.1% | +64.8% | -58.7% | +9.9% |
| 5Y | -35.1% | -6.9% | -28.3% | -35.5% |
| 10Y | -12.5% | +194.9% | -207.4% | +4.5% |
| All | -12.5% | +201.0% | -213.5% | +4.5% |
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