+323.9%
TMO vs ALLY
+190.4%
+133.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -2.5% | -3.3% | +0.8% | -1.8% |
| 30D | -0.3% | -4.1% | +3.7% | +0.5% |
| 3M | +25.3% | +1.4% | +23.9% | +24.7% |
| 6M | +20.9% | +14.4% | +6.5% | +17.2% |
| YTD | +4.3% | -4.9% | +9.2% | +5.0% |
| 1Y | +27.0% | +5.5% | +21.5% | +24.9% |
| 3Y | +17.5% | +66.0% | -48.5% | +3.8% |
| 5Y | +6.9% | -2.4% | +9.3% | +1.2% |
| All | +323.9% | +190.4% | +133.5% | +214.9% |
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 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