+305.8%
TD vs ALLE
+233.6%
+72.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.4% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | +7.9% | +26.6% | -18.7% | -2.0% |
| 3M | +3.1% | +13.2% | -10.0% | -2.2% |
| 6M | +17.2% | +42.9% | -25.7% | +0.4% |
| YTD | +34.7% | +21.0% | +13.7% | +22.8% |
| 1Y | +56.9% | +15.2% | +41.7% | +45.8% |
| 3Y | +134.7% | +95.6% | +39.2% | +68.2% |
| 5Y | +104.8% | +53.4% | +51.4% | +60.3% |
| 10Y | +305.8% | +221.5% | +84.3% | +149.0% |
| All | +305.8% | +233.6% | +72.2% | +149.0% |
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