+331.0%
TD vs ALLE
+327.3%
+3.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.2% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | +8.2% | +25.3% | -17.1% | -1.0% |
| 3M | +1.7% | +10.3% | -8.6% | -2.4% |
| 6M | +14.2% | +38.0% | -23.8% | -0.2% |
| YTD | +32.8% | +17.8% | +15.0% | +22.6% |
| 1Y | +55.5% | +13.6% | +41.9% | +45.6% |
| 3Y | +129.6% | +89.2% | +40.4% | +69.8% |
| 5Y | +102.2% | +51.1% | +51.1% | +61.0% |
| 10Y | +306.3% | +228.1% | +78.2% | +141.2% |
| All | +331.0% | +327.3% | +3.7% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling