+55.9%
TNA vs ALLY
+4.3%
+51.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.1% | -3.0% |
| 7D | -3.6% | -1.9% | -1.7% | -1.6% |
| 30D | -10.1% | -4.5% | -5.6% | -5.4% |
| 3M | +2.7% | -2.8% | +5.5% | +5.5% |
| 6M | +38.4% | +10.3% | +28.1% | +22.8% |
| YTD | +45.4% | -5.7% | +51.1% | +54.6% |
| 1Y | +55.9% | +3.9% | +52.0% | +45.3% |
| All | +55.9% | +4.3% | +51.7% | +45.3% |
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