-74.8%
TTD vs ALLY
+65.2%
-140.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.9% |
| 7D | +20.8% | -2.8% | +23.6% | +22.3% |
| 30D | +33.8% | +1.9% | +32.0% | +32.9% |
| 3M | +17.8% | -12.1% | +30.0% | +24.9% |
| 6M | -25.7% | -9.0% | -16.7% | -22.4% |
| YTD | -57.9% | -12.9% | -45.0% | -55.4% |
| 1Y | -63.8% | -0.1% | -63.8% | -64.2% |
| All | -74.8% | +65.2% | -140.0% | -80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling