+299.2%
TD vs ALLY
+182.8%
+116.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.4% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | +7.6% | +1.1% | +6.5% | +7.2% |
| 3M | +3.0% | -13.2% | +16.2% | +7.7% |
| 6M | +16.8% | -13.5% | +30.3% | +22.0% |
| YTD | +34.3% | -14.3% | +48.6% | +40.1% |
| 1Y | +56.0% | -1.1% | +57.1% | +55.3% |
| 3Y | +132.4% | +62.0% | +70.3% | +88.3% |
| 5Y | +103.7% | -9.6% | +113.3% | +93.9% |
| 10Y | +299.2% | +176.0% | +123.2% | +137.2% |
| All | +299.2% | +182.8% | +116.3% | +137.2% |
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