-46.4%
TOST vs ALLY
-13.3%
-33.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | -4.7% | -2.1% | -2.5% | -3.5% |
| 30D | +8.5% | +2.0% | +6.5% | +7.3% |
| 3M | -1.6% | -13.3% | +11.7% | +7.0% |
| 6M | +44.1% | -9.9% | +54.0% | +52.6% |
| YTD | -5.6% | -13.5% | +7.9% | +1.7% |
| 1Y | -12.6% | -2.8% | -9.8% | -12.4% |
| 3Y | +137.6% | +63.4% | +74.1% | +63.3% |
| 5Y | -30.4% | -10.9% | -19.5% | -32.1% |
| All | -46.4% | -13.3% | -33.1% | -48.5% |
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