+458.9%
TMO vs ALLY
+117.4%
+341.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.0% |
| 7D | +0.4% | +1.0% | -0.6% | +0.2% |
| 30D | +1.5% | -3.3% | +4.8% | +2.2% |
| 3M | +28.5% | +0.5% | +28.1% | +28.2% |
| 6M | +20.4% | +12.6% | +7.8% | +17.0% |
| YTD | +4.3% | -4.7% | +9.0% | +5.0% |
| 1Y | +24.1% | +5.2% | +18.9% | +22.0% |
| 3Y | +17.5% | +66.5% | -49.0% | +2.9% |
| 5Y | +6.8% | +0.2% | +6.6% | +0.5% |
| 10Y | +311.9% | +180.8% | +131.1% | +183.8% |
| All | +458.9% | +117.4% | +341.5% | +313.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling