+73.7%
TNA vs ALLY
+98.6%
-24.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +0.7% |
| 7D | -2.1% | -2.8% | +0.6% | +1.5% |
| 30D | +3.1% | +1.9% | +1.2% | +1.1% |
| 3M | -20.2% | -12.1% | -8.1% | -6.6% |
| 6M | -10.0% | -9.0% | -1.0% | +0.7% |
| YTD | +30.3% | -12.9% | +43.3% | +53.2% |
| 1Y | +31.1% | -0.1% | +31.2% | +31.2% |
| 3Y | +149.4% | +64.6% | +84.8% | +46.3% |
| 5Y | -42.5% | -10.1% | -32.4% | -27.2% |
| 10Y | +46.7% | +176.7% | -130.0% | -37.7% |
| All | +73.7% | +98.6% | -24.9% | +0.1% |
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