+748.4%
TT vs ALLY
+172.1%
+576.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +8.1% | -2.1% | +10.2% | +8.8% |
| 30D | -11.3% | +2.0% | -13.3% | -12.0% |
| 3M | -11.2% | -13.3% | +2.2% | -7.1% |
| 6M | -8.9% | -9.9% | +1.0% | -6.1% |
| YTD | +9.7% | -13.5% | +23.3% | +14.1% |
| 1Y | +1.3% | -2.8% | +4.1% | +1.1% |
| 3Y | +93.4% | +63.4% | +29.9% | +55.1% |
| 5Y | +133.5% | -10.9% | +144.4% | +123.1% |
| All | +748.4% | +172.1% | +576.4% | +395.1% |
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