+537.0%
TDG vs ALLY
+189.7%
+347.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -1.9% | -3.8% | +1.9% | -0.1% |
| 30D | -7.7% | -4.9% | -2.8% | -5.6% |
| 3M | -9.3% | -2.6% | -6.7% | -8.4% |
| 6M | -9.4% | +15.7% | -25.1% | -15.6% |
| YTD | -14.3% | -5.2% | -9.1% | -12.9% |
| 1Y | -11.8% | +2.8% | -14.6% | -14.3% |
| 3Y | +52.0% | +63.4% | -11.5% | +9.4% |
| 5Y | +128.8% | -2.6% | +131.4% | +104.3% |
| All | +537.0% | +189.7% | +347.2% | +205.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling