+123.4%
ALLY vs TMF
-70.0%
+193.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.4% |
| 7D | +3.7% | -1.4% | +5.1% | +3.5% |
| 30D | -2.3% | -2.8% | +0.6% | -2.6% |
| 3M | +3.8% | -10.9% | +14.7% | +2.5% |
| 6M | +9.7% | -21.3% | +31.0% | +6.6% |
| YTD | -1.4% | -15.9% | +14.5% | -3.3% |
| 1Y | +8.2% | -15.7% | +24.0% | +6.3% |
| 3Y | +66.5% | -43.4% | +109.8% | +56.8% |
| 5Y | +1.2% | -87.8% | +89.0% | -30.5% |
| 10Y | +191.4% | -86.7% | +278.2% | +130.8% |
| All | +123.4% | -70.0% | +193.4% | +106.7% |
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 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