-16.7%
TRI vs ALLY
+4.2%
-20.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.8% | +2.6% | +5.0% |
| 7D | +1.0% | +2.4% | -1.4% | +0.1% |
| 30D | +20.8% | +5.6% | +15.2% | +18.6% |
| 3M | +8.1% | -11.7% | +19.8% | +12.1% |
| 6M | +24.2% | -7.0% | +31.2% | +26.8% |
| YTD | -7.8% | -10.4% | +2.7% | -4.7% |
| 1Y | -16.7% | +2.4% | -19.0% | -17.9% |
| All | -16.7% | +4.2% | -20.9% | -17.9% |
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