+1,152.7%
TDG vs ALLY
+124.8%
+1,027.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.2% |
| 7D | -2.0% | +3.7% | -5.7% | -3.6% |
| 30D | -7.4% | -2.3% | -5.1% | -6.5% |
| 3M | -5.4% | +3.8% | -9.2% | -7.0% |
| 6M | -11.6% | +9.7% | -21.3% | -15.6% |
| YTD | -12.6% | -1.4% | -11.2% | -12.8% |
| 1Y | -9.3% | +8.2% | -17.6% | -13.7% |
| 3Y | +49.2% | +66.5% | -17.3% | +8.9% |
| 5Y | +132.1% | +1.2% | +130.9% | +104.7% |
| 10Y | +544.8% | +191.4% | +353.4% | +209.4% |
| All | +1,152.7% | +124.8% | +1,027.9% | +515.8% |
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