-44.2%
TNA vs ALLY
-6.7%
-37.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.9% | +8.7% | +8.5% |
| 7D | +2.3% | -0.2% | +2.5% | +2.7% |
| 30D | +1.4% | +3.4% | -2.1% | -2.5% |
| 3M | -21.1% | -11.1% | -10.0% | -9.0% |
| 6M | -9.4% | -11.5% | +2.1% | +4.6% |
| YTD | +29.6% | -12.3% | +42.0% | +51.1% |
| 1Y | +34.6% | +1.1% | +33.5% | +32.6% |
| 3Y | +155.9% | +64.8% | +91.1% | +52.0% |
| 5Y | -44.2% | -6.9% | -37.3% | -25.0% |
| All | -44.2% | -6.7% | -37.5% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling