+181.2%
TSCO vs ALLY
+189.7%
-8.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.7% | -3.8% | -1.9% | -4.9% |
| 30D | -8.8% | -4.9% | -3.8% | -7.8% |
| 3M | +6.3% | -2.6% | +8.9% | +6.8% |
| 6M | -32.3% | +15.7% | -48.0% | -34.5% |
| YTD | -32.7% | -5.2% | -27.5% | -32.3% |
| 1Y | -43.7% | +2.8% | -46.5% | -44.4% |
| 3Y | -19.7% | +63.4% | -83.1% | -29.6% |
| 5Y | -11.6% | -2.6% | -9.0% | -16.7% |
| All | +181.2% | +189.7% | -8.5% | +97.4% |
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