-96.4%
TSLQ vs ALLY
+54.4%
-150.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.7% | -6.7% | -10.1% |
| 7D | +19.7% | +0.9% | +18.8% | +20.7% |
| 30D | +4.1% | +3.1% | +1.0% | +7.4% |
| 3M | -30.9% | -12.6% | -18.3% | -39.7% |
| 6M | -13.6% | -12.4% | -1.2% | -22.8% |
| YTD | -2.6% | -13.2% | +10.6% | -12.7% |
| 1Y | -10.4% | +1.8% | -12.3% | -3.1% |
| 3Y | -96.4% | +58.0% | -154.3% | -93.2% |
| All | -96.4% | +54.4% | -150.7% | -93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling