+232.6%
TRU vs ALLY
+116.7%
+115.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -2.2% | -2.1% | 0.0% | -1.2% |
| 30D | +20.2% | +2.0% | +18.2% | +19.2% |
| 3M | +2.2% | -13.3% | +15.6% | +9.0% |
| 6M | +17.6% | -9.9% | +27.4% | +23.0% |
| YTD | -5.0% | -13.5% | +8.6% | +1.0% |
| 1Y | -1.0% | -2.8% | +1.9% | -0.1% |
| 3Y | +56.5% | +63.4% | -6.9% | +24.8% |
| 5Y | -26.2% | -10.9% | -15.4% | -28.0% |
| 10Y | +184.5% | +174.7% | +9.7% | +59.0% |
| All | +232.6% | +116.7% | +115.9% | +105.4% |
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 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