+1,098.1%
TT vs ALLY
+124.8%
+973.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -0.2% | +3.7% | -3.9% | -1.4% |
| 30D | -7.4% | -2.3% | -5.1% | -6.7% |
| 3M | -3.2% | +3.8% | -7.0% | -4.5% |
| 6M | +1.1% | +9.7% | -8.6% | -2.3% |
| YTD | +15.6% | -1.4% | +17.0% | +15.4% |
| 1Y | +9.2% | +8.2% | +0.9% | +5.1% |
| 3Y | +124.4% | +66.5% | +57.9% | +79.6% |
| 5Y | +138.0% | +1.2% | +136.8% | +117.0% |
| 10Y | +886.4% | +191.4% | +695.0% | +450.7% |
| All | +1,098.1% | +124.8% | +973.3% | +598.8% |
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 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