-31.0%
TOST vs ALLY
-9.3%
-21.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.6% |
| 7D | +3.0% | -0.7% | +3.6% | +3.4% |
| 30D | +10.3% | +1.1% | +9.1% | +9.6% |
| 3M | -3.3% | -13.2% | +9.9% | +5.2% |
| 6M | +37.8% | -13.5% | +51.3% | +49.7% |
| YTD | -2.8% | -14.3% | +11.5% | +5.4% |
| 1Y | -9.6% | -1.1% | -8.4% | -10.4% |
| 3Y | +144.6% | +62.0% | +82.6% | +67.6% |
| 5Y | -31.0% | -9.6% | -21.3% | -29.9% |
| All | -31.0% | -9.3% | -21.7% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling