-6.8%
ALLY vs TMF
-87.8%
+81.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -1.1% | +2.7% | -3.9% | -1.3% |
| 30D | +4.2% | +19.3% | -15.2% | +2.8% |
| 3M | -12.4% | -3.7% | -8.7% | -12.2% |
| 6M | -8.7% | -11.3% | +2.6% | -8.0% |
| YTD | -11.6% | -16.6% | +4.9% | -10.7% |
| 1Y | +0.2% | -21.1% | +21.3% | +1.5% |
| 3Y | +57.1% | -26.8% | +83.9% | +58.1% |
| 5Y | -6.8% | -88.0% | +81.2% | -21.6% |
| All | -6.8% | -87.8% | +81.0% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling