+550.5%
TTD vs ALLY
+201.0%
+349.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.9% | +14.5% | +15.0% |
| 7D | +19.0% | -0.2% | +19.2% | +19.1% |
| 30D | +23.6% | +3.4% | +20.1% | +21.7% |
| 3M | +8.2% | -11.1% | +19.2% | +15.0% |
| 6M | -35.3% | -11.5% | -23.8% | -31.1% |
| YTD | -60.7% | -12.3% | -48.3% | -58.4% |
| 1Y | -65.3% | +1.1% | -66.4% | -66.0% |
| 3Y | -80.6% | +64.8% | -145.4% | -85.8% |
| 5Y | -84.6% | -6.9% | -77.8% | -85.3% |
| 10Y | +550.5% | +194.9% | +355.6% | +240.5% |
| All | +550.5% | +201.0% | +349.5% | +240.5% |
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