-4.7%
TOST vs ALLY
-1.7%
-3.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.5% |
| 7D | +9.4% | +0.9% | +8.5% | +9.0% |
| 30D | +13.5% | +3.1% | +10.4% | +11.8% |
| 3M | -0.1% | -12.6% | +12.4% | +6.1% |
| 6M | +22.5% | -12.4% | +34.9% | +29.8% |
| YTD | -2.4% | -13.2% | +10.8% | +4.4% |
| 1Y | -4.7% | +1.8% | -6.5% | -7.9% |
| All | -4.7% | -1.7% | -3.0% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling