+186.2%
TRI vs ALLY
+190.4%
-4.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -14.4% | -3.3% | -11.1% | -13.9% |
| 30D | -8.1% | -4.1% | -4.1% | -7.5% |
| 3M | +17.5% | +1.4% | +16.1% | +17.2% |
| 6M | -5.0% | +14.4% | -19.3% | -7.3% |
| YTD | -24.7% | -4.9% | -19.8% | -24.3% |
| 1Y | -41.5% | +5.5% | -47.0% | -42.3% |
| 3Y | -20.3% | +66.0% | -86.4% | -28.8% |
| 5Y | -10.9% | -2.4% | -8.6% | -14.7% |
| All | +186.2% | +190.4% | -4.3% | +118.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling