+60.7%
ALLY vs TMF
-25.2%
+85.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -1.1% | +2.7% | -3.9% | -1.4% |
| 30D | +4.2% | +19.3% | -15.2% | +2.1% |
| 3M | -12.4% | -3.7% | -8.7% | -12.2% |
| 6M | -8.7% | -11.3% | +2.6% | -7.6% |
| YTD | -11.6% | -16.6% | +4.9% | -10.3% |
| 1Y | +0.2% | -21.1% | +21.3% | +2.1% |
| All | +60.7% | -25.2% | +85.9% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling