+80.9%
TFC vs ALLY
+182.8%
-101.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.2% |
| 7D | +1.7% | -0.7% | +2.4% | +2.1% |
| 30D | +9.0% | +1.1% | +7.9% | +8.2% |
| 3M | -2.1% | -13.2% | +11.1% | +6.4% |
| 6M | +3.4% | -13.5% | +16.8% | +12.1% |
| YTD | +5.3% | -14.3% | +19.6% | +14.3% |
| 1Y | +16.2% | -1.1% | +17.3% | +15.4% |
| 3Y | +94.8% | +62.0% | +32.8% | +37.3% |
| 5Y | -0.7% | -9.6% | +9.0% | -4.4% |
| 10Y | +80.9% | +176.0% | -95.1% | -13.9% |
| All | +80.9% | +182.8% | -101.9% | -13.9% |
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