-44.5%
TOST vs ALLY
-12.6%
-31.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.0% |
| 7D | 0.0% | +0.4% | -0.3% | -0.2% |
| 30D | +16.2% | +5.2% | +10.9% | +12.7% |
| 3M | -1.5% | -13.3% | +11.8% | +7.1% |
| 6M | +55.3% | -6.7% | +62.0% | +61.1% |
| YTD | -2.3% | -12.8% | +10.5% | +4.7% |
| 1Y | -5.5% | +0.7% | -6.2% | -7.4% |
| 3Y | +151.1% | +65.2% | +85.9% | +71.5% |
| 5Y | -27.9% | -10.1% | -17.8% | -30.1% |
| All | -44.5% | -12.6% | -31.9% | -47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling