+38.5%
TNA vs ALLY
+4.2%
+34.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.8% | +0.6% | +0.2% |
| 7D | +2.4% | +2.4% | 0.0% | -0.2% |
| 30D | -0.9% | +5.6% | -6.5% | -6.6% |
| 3M | -19.2% | -11.7% | -7.5% | -7.4% |
| 6M | -0.8% | -7.0% | +6.2% | +6.5% |
| YTD | +33.2% | -10.4% | +43.6% | +51.0% |
| 1Y | +38.5% | +2.4% | +36.1% | +25.1% |
| All | +38.5% | +4.2% | +34.3% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling