+84.7%
TFC vs ALLY
+201.0%
-116.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | +0.3% | -0.2% | +0.5% | +0.5% |
| 30D | +9.2% | +3.4% | +5.7% | +6.9% |
| 3M | -2.9% | -11.1% | +8.1% | +4.1% |
| 6M | +3.5% | -11.5% | +15.0% | +10.8% |
| YTD | +5.4% | -12.3% | +17.8% | +12.9% |
| 1Y | +17.3% | +1.1% | +16.2% | +15.0% |
| 3Y | +96.7% | +64.8% | +31.9% | +37.3% |
| 5Y | -1.1% | -6.9% | +5.8% | -6.6% |
| 10Y | +84.7% | +194.9% | -110.2% | -14.8% |
| All | +84.7% | +201.0% | -116.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling