+104.8%
TNA vs ALLY
+124.8%
-20.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.3% |
| 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% | +14.7% |
| 5Y | -22.5% | +1.2% | -23.7% | -15.4% |
| 10Y | +82.5% | +191.4% | -108.9% | -27.9% |
| All | +104.8% | +124.8% | -20.0% | +1.6% |
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