+354.0%
TD vs ALLY
+124.8%
+229.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +0.3% | +3.7% | -3.4% | -0.8% |
| 30D | +0.4% | -2.3% | +2.7% | +1.1% |
| 3M | +7.6% | +3.8% | +3.8% | +6.2% |
| 6M | +25.0% | +9.7% | +15.3% | +20.9% |
| YTD | +31.0% | -1.4% | +32.4% | +30.8% |
| 1Y | +65.2% | +8.2% | +56.9% | +59.5% |
| 3Y | +122.5% | +66.5% | +56.0% | +79.8% |
| 5Y | +124.8% | +1.2% | +123.6% | +106.0% |
| 10Y | +298.2% | +191.4% | +106.8% | +130.2% |
| All | +354.0% | +124.8% | +229.2% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling