+58.0%
ALLY vs TMF
-25.3%
+83.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +0.9% | +1.2% | -0.3% | +0.8% |
| 30D | +3.1% | +19.7% | -16.7% | +1.0% |
| 3M | -12.6% | -2.1% | -10.5% | -12.5% |
| 6M | -12.4% | -13.4% | +1.0% | -11.3% |
| YTD | -13.2% | -16.7% | +3.6% | -11.8% |
| 1Y | +1.8% | -23.3% | +25.2% | +4.1% |
| 3Y | +58.0% | -24.8% | +82.8% | +54.7% |
| All | +58.0% | -25.3% | +83.3% | +54.7% |
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 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