+111.5%
TFC vs ALLY
+98.1%
+13.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | +0.1% |
| 7D | +1.2% | +0.9% | +0.3% | +0.7% |
| 30D | +8.3% | +3.1% | +5.3% | +6.4% |
| 3M | -5.2% | -12.6% | +7.4% | +2.4% |
| 6M | -0.8% | -12.4% | +11.6% | +6.6% |
| YTD | +3.4% | -13.2% | +16.6% | +11.1% |
| 1Y | +17.0% | +1.8% | +15.2% | +14.4% |
| 3Y | +86.2% | +58.0% | +28.2% | +36.0% |
| 5Y | -2.3% | -8.4% | +6.1% | -6.4% |
| 10Y | +93.9% | +195.3% | -101.3% | -5.0% |
| All | +111.5% | +98.1% | +13.4% | +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 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