-84.6%
TTD vs ALLY
-10.9%
-73.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | +20.8% | -2.1% | +22.9% | +22.4% |
| 30D | +27.1% | +2.0% | +25.1% | +25.8% |
| 3M | +14.7% | -13.3% | +28.0% | +25.3% |
| 6M | -26.8% | -9.9% | -17.0% | -22.1% |
| YTD | -59.2% | -13.5% | -45.7% | -56.1% |
| 1Y | -64.7% | -2.8% | -61.9% | -64.8% |
| 3Y | -75.8% | +63.4% | -139.3% | -84.4% |
| 5Y | -84.6% | -10.9% | -73.7% | -83.7% |
| All | -84.6% | -10.9% | -73.7% | -83.7% |
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