+9.2%
TLT vs ALLY
+98.1%
-88.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | -0.1% |
| 7D | +0.1% | +0.9% | -0.8% | +0.2% |
| 30D | +6.2% | +3.1% | +3.1% | +6.4% |
| 3M | -0.3% | -12.6% | +12.2% | -1.0% |
| 6M | -3.4% | -12.4% | +9.1% | -4.0% |
| YTD | -3.1% | -13.2% | +10.0% | -3.7% |
| 1Y | -5.2% | +1.8% | -7.0% | -4.9% |
| 3Y | +6.5% | +58.0% | -51.5% | +10.9% |
| 5Y | -34.7% | -8.4% | -26.3% | -34.9% |
| 10Y | -17.6% | +195.3% | -212.9% | -1.3% |
| All | +9.2% | +98.1% | -88.9% | +26.9% |
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