+127.9%
TT vs ALLY
-9.5%
+137.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.8% |
| 7D | -2.0% | +0.9% | -2.9% | -2.3% |
| 30D | -14.0% | +3.1% | -17.1% | -14.8% |
| 3M | -15.9% | -12.6% | -3.3% | -13.0% |
| 6M | -17.3% | -12.4% | -4.9% | -14.7% |
| YTD | +4.0% | -13.2% | +17.1% | +7.1% |
| 1Y | -7.1% | +1.8% | -8.9% | -8.3% |
| 3Y | +90.2% | +58.0% | +32.3% | +62.4% |
| All | +127.9% | -9.5% | +137.4% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling