+383.3%
TPR vs ALLY
+182.8%
+200.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +1.0% |
| 7D | +12.1% | -0.7% | +12.7% | +12.4% |
| 30D | +16.7% | +1.1% | +15.5% | +15.8% |
| 3M | -17.4% | -13.2% | -4.2% | -10.5% |
| 6M | +2.3% | -13.5% | +15.7% | +10.6% |
| YTD | +7.1% | -14.3% | +21.4% | +15.8% |
| 1Y | +29.5% | -1.1% | +30.6% | +28.2% |
| 3Y | +415.0% | +62.0% | +353.0% | +257.7% |
| 5Y | +261.5% | -9.6% | +271.1% | +246.2% |
| 10Y | +383.3% | +176.0% | +207.4% | +126.2% |
| All | +383.3% | +182.8% | +200.5% | +126.2% |
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