+294.5%
TD vs ALLE
+208.6%
+86.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.6% | +1.6% | -1.0% | 0.0% |
| 30D | +5.0% | +24.1% | -19.1% | -3.9% |
| 3M | +1.1% | +14.8% | -13.7% | -4.7% |
| 6M | +16.5% | +45.9% | -29.4% | -1.1% |
| YTD | +34.3% | +20.7% | +13.5% | +22.4% |
| 1Y | +52.9% | +14.2% | +38.7% | +42.6% |
| 3Y | +132.2% | +90.7% | +41.5% | +68.3% |
| 5Y | +101.9% | +50.6% | +51.3% | +59.4% |
| All | +294.5% | +208.6% | +86.0% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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