+1,212.3%
TDG vs ALLY
+98.8%
+1,113.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | +9.7% | +5.2% | +4.4% | +7.2% |
| 3M | -2.3% | -13.3% | +11.0% | +3.9% |
| 6M | +1.3% | -6.7% | +8.0% | +4.1% |
| YTD | -8.5% | -12.8% | +4.4% | -3.6% |
| 1Y | -8.1% | +0.7% | -8.8% | -9.5% |
| 3Y | +43.4% | +65.2% | -21.8% | +4.9% |
| 5Y | +127.8% | -10.1% | +137.9% | +112.8% |
| 10Y | +554.4% | +177.0% | +377.4% | +225.2% |
| All | +1,212.3% | +98.8% | +1,113.5% | +580.2% |
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