+360.1%
TD vs ALLY
+98.1%
+262.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | -1.7% | +0.9% | -2.6% | -2.0% |
| 30D | +8.2% | +3.1% | +5.2% | +7.2% |
| 3M | +1.7% | -12.6% | +14.3% | +6.0% |
| 6M | +14.2% | -12.4% | +26.7% | +18.8% |
| YTD | +32.8% | -13.2% | +45.9% | +37.8% |
| 1Y | +55.5% | +1.8% | +53.7% | +53.4% |
| 3Y | +129.6% | +58.0% | +71.7% | +88.7% |
| 5Y | +102.2% | -8.4% | +110.6% | +91.5% |
| 10Y | +306.3% | +195.3% | +111.0% | +135.0% |
| All | +360.1% | +98.1% | +262.0% | +186.4% |
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