+125.6%
TD vs ALLY
+1.6%
+124.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +0.3% | +3.7% | -3.4% | -0.6% |
| 30D | +0.4% | -2.3% | +2.7% | +1.0% |
| 3M | +7.6% | +3.8% | +3.8% | +6.5% |
| 6M | +25.0% | +9.7% | +15.3% | +21.7% |
| YTD | +31.0% | -1.4% | +32.4% | +30.8% |
| 1Y | +65.2% | +8.2% | +56.9% | +60.8% |
| 3Y | +122.5% | +66.5% | +56.0% | +87.4% |
| All | +125.6% | +1.6% | +124.0% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling