+256.1%
TPR vs ALLY
-9.5%
+265.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.2% |
| 7D | +14.2% | +0.9% | +13.3% | +13.6% |
| 30D | +17.1% | +3.1% | +14.0% | +15.3% |
| 3M | -17.7% | -12.6% | -5.1% | -12.3% |
| 6M | -10.2% | -12.4% | +2.3% | -4.5% |
| YTD | +4.9% | -13.2% | +18.1% | +11.4% |
| 1Y | +36.1% | +1.8% | +34.3% | +33.3% |
| 3Y | +416.5% | +58.0% | +358.5% | +290.7% |
| All | +256.1% | -9.5% | +265.6% | +285.7% |
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 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