+72.7%
TNA vs ALLY
+99.9%
-27.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +51.2% |
| 1Y | +34.6% | +1.1% | +33.5% | +32.8% |
| 3Y | +155.9% | +64.8% | +91.1% | +49.8% |
| 5Y | -44.2% | -6.9% | -37.3% | -32.4% |
| 10Y | +63.7% | +194.9% | -131.2% | -34.9% |
| All | +72.7% | +99.9% | -27.2% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling