+325.4%
TD vs ALLE
+260.9%
+64.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +0.4% | -6.8% | +7.2% | +3.0% |
| 3M | +7.6% | +21.0% | -13.4% | -0.8% |
| 6M | +25.0% | +1.1% | +23.9% | +23.3% |
| YTD | +31.0% | -0.5% | +31.5% | +29.5% |
| 1Y | +65.2% | -7.3% | +72.4% | +67.5% |
| 3Y | +122.5% | +42.3% | +80.2% | +84.9% |
| 5Y | +124.8% | +13.5% | +111.3% | +101.3% |
| 10Y | +298.2% | +144.0% | +154.2% | +162.9% |
| All | +325.4% | +260.9% | +64.5% | +154.5% |
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