+309.2%
TRI vs ALLY
+98.6%
+210.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -7.2% | -2.8% | -4.4% | -6.7% |
| 30D | +4.4% | +1.9% | +2.5% | +4.1% |
| 3M | +4.5% | -12.1% | +16.6% | +6.9% |
| 6M | +23.7% | -9.0% | +32.7% | +25.7% |
| YTD | -14.4% | -12.9% | -1.5% | -12.5% |
| 1Y | -17.4% | -0.1% | -17.3% | -17.6% |
| 3Y | -11.0% | +64.6% | -75.6% | -20.7% |
| 5Y | +0.7% | -10.1% | +10.8% | -2.2% |
| 10Y | +224.0% | +176.7% | +47.4% | +129.6% |
| All | +309.2% | +98.6% | +210.6% | +200.2% |
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