+527.9%
TTD vs ALLY
+182.4%
+345.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.8% |
| 7D | +20.8% | -2.8% | +23.6% | +22.5% |
| 30D | +33.8% | +1.9% | +32.0% | +32.8% |
| 3M | +17.8% | -12.1% | +30.0% | +26.0% |
| 6M | -25.7% | -9.0% | -16.7% | -22.1% |
| YTD | -57.9% | -12.9% | -45.0% | -55.3% |
| 1Y | -63.8% | -0.1% | -63.8% | -64.3% |
| 3Y | -75.0% | +64.6% | -139.6% | -81.7% |
| 5Y | -82.5% | -10.1% | -72.5% | -83.1% |
| 10Y | +527.9% | +176.7% | +351.2% | +263.2% |
| All | +527.9% | +182.4% | +345.5% | +263.2% |
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 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