-45.7%
TOST vs ALLY
-1.1%
-44.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -3.4% | +3.7% | -7.1% | -5.5% |
| 30D | -2.4% | -2.3% | -0.2% | -1.2% |
| 3M | +34.6% | +3.8% | +30.8% | +31.4% |
| 6M | +15.2% | +9.7% | +5.5% | +7.6% |
| YTD | -4.4% | -1.4% | -3.0% | -4.7% |
| 1Y | -17.4% | +8.2% | -25.7% | -22.2% |
| 3Y | +54.5% | +66.5% | -12.0% | +5.4% |
| All | -45.7% | -1.1% | -44.6% | -51.8% |
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