+734.7%
TT vs ALLY
+182.8%
+551.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.8% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | -11.8% | +1.1% | -12.9% | -12.2% |
| 3M | -11.6% | -13.2% | +1.6% | -7.6% |
| 6M | -9.3% | -13.5% | +4.2% | -5.3% |
| YTD | +8.9% | -14.3% | +23.2% | +13.5% |
| 1Y | -2.2% | -1.1% | -1.1% | -3.0% |
| 3Y | +91.9% | +62.0% | +29.9% | +54.5% |
| 5Y | +136.0% | -9.6% | +145.6% | +124.1% |
| 10Y | +734.7% | +176.0% | +558.8% | +396.1% |
| All | +734.7% | +182.8% | +551.9% | +396.1% |
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