+261.9%
TPR vs ALLY
+124.8%
+137.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -2.3% | +3.7% | -6.0% | -4.3% |
| 30D | -23.0% | -2.3% | -20.7% | -22.2% |
| 3M | -12.5% | +3.8% | -16.3% | -14.6% |
| 6M | -21.4% | +9.7% | -31.1% | -25.9% |
| YTD | -3.5% | -1.4% | -2.1% | -3.9% |
| 1Y | +17.4% | +8.2% | +9.1% | +10.7% |
| 3Y | +291.3% | +66.5% | +224.8% | +175.8% |
| 5Y | +241.9% | +1.2% | +240.7% | +208.1% |
| 10Y | +322.7% | +191.4% | +131.2% | +107.4% |
| All | +261.9% | +124.8% | +137.1% | +78.0% |
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