+467.2%
TDY vs ALLY
+189.7%
+277.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -1.1% | -3.8% | +2.7% | +0.2% |
| 30D | -12.0% | -4.9% | -7.1% | -10.5% |
| 3M | -3.2% | -2.6% | -0.6% | -2.5% |
| 6M | -7.9% | +15.7% | -23.6% | -13.0% |
| YTD | +18.2% | -5.2% | +23.4% | +19.3% |
| 1Y | +6.7% | +2.8% | +3.8% | +4.2% |
| 3Y | +47.5% | +63.4% | -15.9% | +16.9% |
| 5Y | +39.5% | -2.6% | +42.1% | +28.3% |
| All | +467.2% | +189.7% | +277.4% | +178.1% |
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