-97.7%
TSLQ vs ALLY
+37.2%
-134.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +4.4% |
| 7D | -16.8% | +0.4% | -17.2% | -16.5% |
| 30D | -18.0% | +5.2% | -23.2% | -14.6% |
| 3M | -34.5% | -13.3% | -21.2% | -41.0% |
| 6M | -8.9% | -6.7% | -2.3% | -11.3% |
| YTD | -19.0% | -12.8% | -6.2% | -24.2% |
| 1Y | -38.2% | +0.7% | -38.9% | -34.9% |
| 3Y | -96.9% | +65.2% | -162.1% | -94.7% |
| All | -97.7% | +37.2% | -134.9% | -96.1% |
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