+0.5%
TFC vs ALLY
-10.9%
+11.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +0.1% | -2.1% | +2.2% | +1.3% |
| 30D | +8.6% | +2.0% | +6.6% | +7.4% |
| 3M | -4.3% | -13.3% | +9.0% | +3.5% |
| 6M | +5.4% | -9.9% | +15.3% | +11.2% |
| YTD | +4.5% | -13.5% | +18.0% | +12.3% |
| 1Y | +14.0% | -2.8% | +16.8% | +14.5% |
| 3Y | +93.4% | +63.4% | +29.9% | +39.4% |
| 5Y | +0.5% | -10.9% | +11.3% | -0.4% |
| All | +0.5% | -10.9% | +11.4% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling