+121.2%
TFC vs ALLY
+124.8%
-3.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +2.4% | +3.7% | -1.3% | +0.3% |
| 30D | -1.3% | -2.3% | +1.0% | 0.0% |
| 3M | +6.1% | +3.8% | +2.2% | +3.4% |
| 6M | +7.3% | +9.7% | -2.4% | +0.9% |
| YTD | +8.2% | -1.4% | +9.6% | +8.1% |
| 1Y | +14.4% | +8.2% | +6.2% | +7.8% |
| 3Y | +93.7% | +66.5% | +27.2% | +37.2% |
| 5Y | +16.4% | +1.2% | +15.2% | +4.9% |
| 10Y | +101.6% | +191.4% | -89.9% | -3.3% |
| All | +121.2% | +124.8% | -3.6% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling