-97.2%
TSLQ vs ALLY
+50.0%
-147.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.3% | -4.6% | -10.5% |
| 7D | -8.6% | +1.0% | -9.6% | -7.9% |
| 30D | -24.9% | -3.3% | -21.6% | -26.5% |
| 3M | -1.5% | +0.5% | -2.0% | +0.9% |
| 6M | -18.1% | +12.6% | -30.7% | -7.5% |
| YTD | -0.1% | -4.7% | +4.6% | -0.1% |
| 1Y | -51.4% | +5.2% | -56.6% | -46.4% |
| 3Y | -95.9% | +66.5% | -162.4% | -92.7% |
| All | -97.2% | +50.0% | -147.2% | -94.9% |
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