+236.7%
TRU vs ALLY
+118.3%
+118.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.8% |
| 7D | 0.0% | -2.8% | +2.7% | +1.2% |
| 30D | +24.3% | +1.9% | +22.4% | +23.3% |
| 3M | +2.3% | -12.1% | +14.4% | +8.4% |
| 6M | +17.7% | -9.0% | +26.7% | +22.5% |
| YTD | -3.8% | -12.9% | +9.1% | +1.9% |
| 1Y | -0.3% | -0.1% | -0.2% | -0.7% |
| 3Y | +58.4% | +64.6% | -6.2% | +25.9% |
| 5Y | -24.0% | -10.1% | -13.9% | -26.1% |
| 10Y | +187.9% | +176.7% | +11.3% | +60.5% |
| All | +236.7% | +118.3% | +118.4% | +107.3% |
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