+96.6%
TFC vs ALLY
+63.1%
+33.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +2.4% | +3.7% | -1.3% | +0.4% |
| 30D | -1.3% | -2.3% | +1.0% | -0.1% |
| 3M | +6.1% | +3.8% | +2.2% | +3.5% |
| 6M | +7.3% | +9.7% | -2.4% | +1.2% |
| YTD | +8.2% | -1.4% | +9.6% | +8.1% |
| 1Y | +14.4% | +8.2% | +6.2% | +8.1% |
| All | +96.6% | +63.1% | +33.5% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling