+101.9%
TD vs ALLE
+52.7%
+49.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.6% | +1.6% | -1.0% | +0.1% |
| 30D | +5.0% | +24.1% | -19.1% | -1.7% |
| 3M | +1.1% | +14.8% | -13.7% | -3.2% |
| 6M | +16.5% | +45.9% | -29.4% | +3.0% |
| YTD | +34.3% | +20.7% | +13.5% | +25.5% |
| 1Y | +52.9% | +14.2% | +38.7% | +45.6% |
| 3Y | +132.2% | +90.7% | +41.5% | +78.9% |
| 5Y | +101.9% | +50.6% | +51.3% | +67.2% |
| All | +101.9% | +52.7% | +49.1% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling