+365.3%
TD vs ALLY
+97.2%
+268.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +0.6% | -2.1% | +2.7% | +1.2% |
| 30D | +5.0% | +2.0% | +3.0% | +4.3% |
| 3M | +1.1% | -13.3% | +14.4% | +5.6% |
| 6M | +16.5% | -9.9% | +26.3% | +20.0% |
| YTD | +34.3% | -13.5% | +47.8% | +39.6% |
| 1Y | +52.9% | -2.8% | +55.7% | +53.0% |
| 3Y | +132.2% | +63.4% | +68.8% | +88.7% |
| 5Y | +101.9% | -10.9% | +112.7% | +93.0% |
| 10Y | +302.0% | +174.7% | +127.3% | +137.4% |
| All | +365.3% | +97.2% | +268.1% | +190.0% |
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