+37.5%
TDY vs ALLY
-3.5%
+41.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.6% | -1.4% |
| 7D | -1.8% | -1.9% | +0.1% | -1.4% |
| 30D | -13.8% | -4.5% | -9.3% | -12.8% |
| 3M | -3.9% | -2.8% | -1.0% | -3.3% |
| 6M | -9.0% | +10.3% | -19.3% | -11.5% |
| YTD | +16.5% | -5.7% | +22.2% | +17.6% |
| 1Y | +9.3% | +3.9% | +5.3% | +7.3% |
| 3Y | +45.1% | +64.7% | -19.6% | +23.9% |
| All | +37.5% | -3.5% | +41.0% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling