+130.8%
TD vs ALLY
+74.0%
+56.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +0.3% | +3.7% | -3.4% | -0.5% |
| 30D | +0.4% | -2.3% | +2.7% | +0.9% |
| 3M | +7.6% | +3.8% | +3.8% | +6.6% |
| 6M | +25.0% | +9.7% | +15.3% | +22.2% |
| YTD | +31.0% | -1.4% | +32.4% | +30.8% |
| 1Y | +65.2% | +8.2% | +56.9% | +61.4% |
| All | +130.8% | +74.0% | +56.8% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling