+299.4%
TPR vs ALLY
+63.1%
+236.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.3% | +3.7% | -6.0% | -4.0% |
| 30D | -23.0% | -2.3% | -20.7% | -22.3% |
| 3M | -12.5% | +3.8% | -16.3% | -14.3% |
| 6M | -21.4% | +9.7% | -31.1% | -25.2% |
| YTD | -3.5% | -1.4% | -2.1% | -3.7% |
| 1Y | +17.4% | +8.2% | +9.1% | +11.8% |
| All | +299.4% | +63.1% | +236.3% | +202.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling