+297.6%
TPR vs ALLY
+101.5%
+196.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.3% | +8.4% | +7.8% |
| 7D | +13.9% | -1.1% | +15.0% | +14.5% |
| 30D | +14.9% | +4.2% | +10.7% | +12.3% |
| 3M | -15.4% | -12.4% | -3.0% | -9.2% |
| 6M | -4.5% | -8.7% | +4.2% | -0.1% |
| YTD | +6.0% | -11.6% | +17.6% | +12.2% |
| 1Y | +24.3% | +0.2% | +24.2% | +22.7% |
| 3Y | +412.8% | +57.1% | +355.7% | +274.5% |
| 5Y | +258.4% | -6.8% | +265.3% | +238.8% |
| 10Y | +396.8% | +200.4% | +196.5% | +149.6% |
| All | +297.6% | +101.5% | +196.1% | +107.7% |
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