-97.0%
TSLQ vs ALLY
+55.2%
-152.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +12.2% |
| 7D | -5.8% | +3.7% | -9.5% | -2.9% |
| 30D | -22.1% | -2.3% | -19.8% | -23.0% |
| 3M | +10.1% | +3.8% | +6.2% | +15.8% |
| 6M | -6.8% | +9.7% | -16.5% | +3.7% |
| YTD | +8.5% | -1.4% | +9.9% | +11.6% |
| 1Y | -49.7% | +8.2% | -58.0% | -43.3% |
| 3Y | -95.6% | +66.5% | -162.1% | -92.0% |
| All | -97.0% | +55.2% | -152.1% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling