+435.2%
TDY vs ALLY
+174.3%
+261.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | +4.1% | +0.4% | +3.7% | +3.9% |
| 30D | +5.7% | +5.2% | +0.5% | +3.7% |
| 3M | -4.4% | -13.3% | +8.9% | +0.1% |
| 6M | +1.2% | -6.7% | +7.9% | +3.1% |
| YTD | +26.0% | -12.8% | +38.9% | +30.7% |
| 1Y | +27.4% | +0.7% | +26.7% | +25.4% |
| 3Y | +67.5% | +65.2% | +2.3% | +32.2% |
| 5Y | +44.9% | -10.1% | +55.0% | +37.7% |
| All | +435.2% | +174.3% | +261.0% | +187.7% |
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