-11.8%
TLT vs ALLY
+182.4%
-194.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | +0.1% |
| 7D | -1.0% | -2.8% | +1.7% | -1.1% |
| 30D | +3.7% | +1.9% | +1.8% | +3.8% |
| 3M | -0.8% | -12.1% | +11.3% | -1.3% |
| 6M | -3.6% | -9.0% | +5.4% | -3.9% |
| YTD | -3.9% | -12.9% | +9.0% | -4.4% |
| 1Y | -6.2% | -0.1% | -6.1% | -6.0% |
| 3Y | +4.2% | +64.6% | -60.4% | +7.9% |
| 5Y | -34.7% | -10.1% | -24.6% | -35.3% |
| 10Y | -11.8% | +176.7% | -188.5% | +2.1% |
| All | -11.8% | +182.4% | -194.2% | +2.1% |
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 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