-21.0%
TSLQ vs ALLY
+4.2%
-25.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.8% | +2.6% | +9.0% |
| 7D | +9.8% | +2.4% | +7.5% | +11.5% |
| 30D | -6.0% | +5.6% | -11.6% | -2.5% |
| 3M | -35.0% | -11.7% | -23.3% | -40.5% |
| 6M | -24.9% | -7.0% | -17.9% | -27.8% |
| YTD | -12.7% | -10.4% | -2.2% | -17.0% |
| 1Y | -21.0% | +2.4% | -23.4% | -10.6% |
| All | -21.0% | +4.2% | -25.2% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling