+113.5%
TFC vs ALLY
+101.5%
+12.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.3% |
| 7D | +1.1% | -1.1% | +2.2% | +1.7% |
| 30D | +7.8% | +4.2% | +3.6% | +5.2% |
| 3M | -4.8% | -12.4% | +7.6% | +2.7% |
| 6M | +1.8% | -8.7% | +10.5% | +6.8% |
| YTD | +4.4% | -11.6% | +16.1% | +11.1% |
| 1Y | +18.0% | +0.2% | +17.8% | +16.4% |
| 3Y | +85.2% | +57.1% | +28.1% | +35.7% |
| 5Y | -1.4% | -6.8% | +5.5% | -6.5% |
| 10Y | +95.7% | +200.4% | -104.6% | -5.1% |
| All | +113.5% | +101.5% | +12.0% | +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