-38.4%
TRI vs ALLY
+9.5%
-47.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.8% | -5.5% |
| 7D | -0.5% | +3.7% | -4.2% | -1.4% |
| 30D | +7.9% | -2.3% | +10.1% | +8.5% |
| 3M | +24.1% | +3.8% | +20.2% | +22.8% |
| 6M | +3.8% | +9.7% | -5.9% | +0.8% |
| YTD | -16.9% | -1.4% | -15.4% | -16.9% |
| 1Y | -38.4% | +8.2% | -46.6% | -41.0% |
| All | -38.4% | +9.5% | -47.9% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling