+296.7%
TD vs ALLY
+178.4%
+118.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.1% |
| 7D | +0.9% | +1.0% | -0.2% | +0.5% |
| 30D | -0.7% | -3.3% | +2.6% | +0.4% |
| 3M | +6.3% | +0.5% | +5.8% | +5.9% |
| 6M | +27.9% | +12.6% | +15.3% | +22.7% |
| YTD | +29.8% | -4.7% | +34.5% | +31.0% |
| 1Y | +63.7% | +5.2% | +58.4% | +59.4% |
| 3Y | +128.3% | +66.5% | +61.9% | +83.6% |
| 5Y | +125.5% | +0.2% | +125.3% | +107.2% |
| 10Y | +296.7% | +180.8% | +115.9% | +134.9% |
| All | +296.7% | +178.4% | +118.3% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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