-18.1%
TNA vs ALLY
+3.2%
-21.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.3% |
| 7D | -0.1% | +3.7% | -3.8% | -4.3% |
| 30D | -4.9% | -2.3% | -2.7% | -2.3% |
| 3M | +0.4% | +3.8% | -3.5% | -4.4% |
| 6M | +32.5% | +9.7% | +22.8% | +18.4% |
| YTD | +53.7% | -1.4% | +55.1% | +55.5% |
| 1Y | +65.1% | +8.2% | +56.9% | +49.9% |
| 3Y | +98.4% | +66.5% | +32.0% | +16.7% |
| All | -18.1% | +3.2% | -21.3% | -14.0% |
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