-65.5%
TTD vs ALLY
+0.5%
-66.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.9% | +14.5% | +15.1% |
| 7D | +19.0% | -0.2% | +19.2% | +19.1% |
| 30D | +23.6% | +3.4% | +20.1% | +22.3% |
| 3M | +8.2% | -11.1% | +19.2% | +12.1% |
| 6M | -35.3% | -11.5% | -23.8% | -32.8% |
| YTD | -60.7% | -12.3% | -48.3% | -57.5% |
| All | -65.5% | +0.5% | -66.0% | -65.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling