-2.2%
TT vs ALLY
-1.7%
-0.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.6% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | -11.8% | +1.1% | -12.9% | -12.1% |
| 3M | -11.6% | -13.2% | +1.6% | -7.9% |
| 6M | -9.3% | -13.5% | +4.2% | -5.8% |
| YTD | +8.9% | -14.3% | +23.2% | +11.5% |
| 1Y | -2.2% | -1.1% | -1.1% | -4.6% |
| All | -2.2% | -1.7% | -0.5% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling