+146.0%
TT vs ALLY
+1.6%
+144.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -0.2% | +3.7% | -3.9% | -1.2% |
| 30D | -7.4% | -2.3% | -5.1% | -6.9% |
| 3M | -3.2% | +3.8% | -7.0% | -4.2% |
| 6M | +1.1% | +9.7% | -8.6% | -1.5% |
| YTD | +15.6% | -1.4% | +17.0% | +15.4% |
| 1Y | +9.2% | +8.2% | +0.9% | +6.1% |
| 3Y | +124.4% | +66.5% | +57.9% | +90.1% |
| All | +146.0% | +1.6% | +144.4% | +121.7% |
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