+949.7%
TT vs ALLY
+101.5%
+848.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.0% |
| 7D | -9.0% | -1.1% | -7.8% | -8.6% |
| 30D | -17.6% | +4.2% | -21.8% | -18.8% |
| 3M | -18.7% | -12.4% | -6.3% | -15.2% |
| 6M | -17.4% | -8.7% | -8.8% | -15.3% |
| YTD | +1.5% | -11.6% | +13.2% | +4.8% |
| 1Y | -9.4% | +0.2% | -9.6% | -10.4% |
| 3Y | +85.1% | +57.1% | +28.0% | +51.0% |
| 5Y | +125.7% | -6.8% | +132.6% | +111.8% |
| 10Y | +757.3% | +200.4% | +557.0% | +373.2% |
| All | +949.7% | +101.5% | +848.3% | +533.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling