+100.2%
ALLY vs TMF
-70.2%
+170.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -1.1% | +2.7% | -3.9% | -0.8% |
| 30D | +4.2% | +19.3% | -15.2% | +6.3% |
| 3M | -12.4% | -3.7% | -8.7% | -12.7% |
| 6M | -8.7% | -11.3% | +2.6% | -9.9% |
| YTD | -11.6% | -16.6% | +4.9% | -13.5% |
| 1Y | +0.2% | -21.1% | +21.3% | -2.5% |
| 3Y | +57.1% | -26.8% | +83.9% | +54.2% |
| 5Y | -6.8% | -88.0% | +81.2% | -36.6% |
| 10Y | +200.4% | -84.7% | +285.1% | +145.0% |
| All | +100.2% | -70.2% | +170.5% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling