+189.7%
ALLY vs TMF
-84.4%
+274.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +0.9% | +1.2% | -0.3% | +1.0% |
| 30D | +3.1% | +19.7% | -16.7% | +4.8% |
| 3M | -12.6% | -2.1% | -10.5% | -12.7% |
| 6M | -12.4% | -13.4% | +1.0% | -13.7% |
| YTD | -13.2% | -16.7% | +3.6% | -14.7% |
| 1Y | +1.8% | -23.3% | +25.2% | -0.8% |
| 3Y | +58.0% | -24.8% | +82.8% | +56.4% |
| 5Y | -8.4% | -88.0% | +79.6% | -38.7% |
| All | +189.7% | -84.4% | +274.1% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling