+386.6%
TMO vs ALLY
+174.3%
+212.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +4.0% | +5.2% | -1.2% | +2.8% |
| 3M | +17.6% | -13.3% | +30.9% | +21.1% |
| 6M | +57.3% | -6.7% | +63.9% | +59.1% |
| YTD | +21.2% | -12.8% | +34.0% | +24.2% |
| 1Y | +21.1% | +0.7% | +20.4% | +20.4% |
| 3Y | +58.8% | +65.2% | -6.4% | +40.8% |
| 5Y | +11.8% | -10.1% | +22.0% | +7.7% |
| All | +386.6% | +174.3% | +212.4% | +253.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling