+143.3%
TRU vs ALLY
+190.4%
-47.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -9.4% | -3.3% | -6.1% | -8.0% |
| 30D | -4.1% | -4.1% | -0.1% | -2.4% |
| 3M | +13.6% | +1.4% | +12.2% | +12.5% |
| 6M | +3.6% | +14.4% | -10.8% | -2.8% |
| YTD | -9.8% | -4.9% | -4.9% | -8.3% |
| 1Y | -13.6% | +5.5% | -19.2% | -16.4% |
| 3Y | -2.0% | +66.0% | -68.0% | -22.9% |
| 5Y | -35.8% | -2.4% | -33.5% | -40.3% |
| All | +143.3% | +190.4% | -47.1% | +49.6% |
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