-43.8%
TOST vs ALLY
-11.4%
-32.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | +0.2% |
| 7D | +11.6% | -1.1% | +12.8% | +12.4% |
| 30D | +16.2% | +4.2% | +12.1% | +13.5% |
| 3M | +1.0% | -12.4% | +13.4% | +9.2% |
| 6M | +23.2% | -8.7% | +31.9% | +29.3% |
| YTD | -1.0% | -11.6% | +10.7% | +5.3% |
| 1Y | -9.9% | +0.2% | -10.1% | -11.2% |
| 3Y | +101.0% | +57.1% | +43.9% | +42.2% |
| 5Y | -40.4% | -6.8% | -33.6% | -42.9% |
| All | -43.8% | -11.4% | -32.4% | -46.7% |
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