+95.7%
TNA vs ALLY
+181.1%
-85.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | +2.8% |
| 7D | +4.1% | +1.0% | +3.0% | +2.7% |
| 30D | -7.6% | -3.3% | -4.3% | -3.8% |
| 3M | +8.1% | +0.5% | +7.6% | +7.2% |
| 6M | +49.0% | +12.6% | +36.4% | +28.0% |
| YTD | +51.7% | -4.7% | +56.4% | +59.7% |
| 1Y | +59.6% | +5.2% | +54.4% | +49.3% |
| 3Y | +118.9% | +66.5% | +52.4% | +24.0% |
| 5Y | -19.2% | +0.2% | -19.4% | -11.3% |
| All | +95.7% | +181.1% | -85.4% | -25.5% |
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