+1,098.1%
TT vs ALLY
+124.8%
+973.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | 0.0% | +3.7% | -3.7% | -1.2% |
| 30D | -7.2% | -2.3% | -4.9% | -6.5% |
| 3M | -3.0% | +3.8% | -6.8% | -4.3% |
| 6M | +1.4% | +9.7% | -8.4% | -2.1% |
| YTD | +15.9% | -1.4% | +17.3% | +15.6% |
| 1Y | +9.4% | +8.2% | +1.2% | +5.3% |
| 3Y | +124.4% | +66.5% | +57.9% | +79.6% |
| 5Y | +138.0% | +1.2% | +136.8% | +117.0% |
| 10Y | +886.4% | +191.4% | +695.0% | +450.7% |
| All | +1,098.1% | +124.8% | +973.3% | +598.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling