+103.0%
ALLY vs TMF
-70.4%
+173.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +4.1% |
| 7D | +2.4% | +4.0% | -1.6% | +2.8% |
| 30D | +5.6% | +19.5% | -13.9% | +7.7% |
| 3M | -11.7% | -3.5% | -8.2% | -12.0% |
| 6M | -7.0% | -10.6% | +3.5% | -8.2% |
| YTD | -10.4% | -17.1% | +6.6% | -12.3% |
| 1Y | +2.4% | -24.3% | +26.6% | -0.9% |
| 3Y | +59.2% | -27.2% | +86.5% | +56.2% |
| 5Y | -5.0% | -87.6% | +82.6% | -34.6% |
| 10Y | +204.5% | -84.8% | +289.2% | +148.2% |
| All | +103.0% | -70.4% | +173.4% | +87.5% |
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