+33.9%
ALNY vs TD
+125.7%
-91.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -6.5% | -0.5% | -6.0% | -6.4% |
| 30D | +11.0% | -1.9% | +12.9% | +11.6% |
| 3M | -14.1% | +4.8% | -18.8% | -16.0% |
| 6M | -22.4% | +28.0% | -50.4% | -29.7% |
| YTD | -37.5% | +30.3% | -67.8% | -43.8% |
| 1Y | -46.9% | +59.8% | -106.7% | -56.0% |
| 3Y | +22.1% | +124.7% | -102.6% | -13.4% |
| All | +33.9% | +125.7% | -91.8% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling