+8.2%
TTMI vs ALLY
-0.9%
+9.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.7% |
| 7D | +22.6% | -2.1% | +24.7% | +23.9% |
| 30D | -34.3% | +2.0% | -36.3% | -35.3% |
| 3M | -44.8% | -13.3% | -31.4% | -40.2% |
| 6M | -53.3% | -9.9% | -43.5% | -51.1% |
| YTD | +10.6% | -13.5% | +24.1% | +18.8% |
| 1Y | +8.2% | -2.8% | +11.0% | -3.3% |
| All | +8.2% | -0.9% | +9.1% | -3.3% |
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