+53.7%
TDG vs ALLY
+69.8%
-16.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -0.7% |
| 7D | -0.9% | +1.0% | -1.9% | -1.2% |
| 30D | -6.5% | -3.3% | -3.2% | -5.8% |
| 3M | -5.1% | +0.5% | -5.5% | -5.2% |
| 6M | -11.5% | +12.6% | -24.1% | -13.6% |
| YTD | -13.9% | -4.7% | -9.2% | -13.3% |
| 1Y | -11.5% | +5.2% | -16.7% | -12.6% |
| 3Y | +53.7% | +66.5% | -12.8% | +44.9% |
| All | +53.7% | +69.8% | -16.2% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling