+224.7%
TRI vs ALLY
+174.3%
+50.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | +3.7% | +5.2% | -1.5% | +2.9% |
| 3M | +3.7% | -13.3% | +17.0% | +6.3% |
| 6M | +35.1% | -6.7% | +41.8% | +36.6% |
| YTD | -14.0% | -12.8% | -1.2% | -12.2% |
| 1Y | -19.0% | +0.7% | -19.6% | -19.2% |
| 3Y | -12.0% | +65.2% | -77.2% | -21.2% |
| 5Y | +0.6% | -10.1% | +10.8% | -2.0% |
| All | +224.7% | +174.3% | +50.5% | +146.4% |
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