-85.4%
TTD vs ALLY
-9.5%
-75.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +2.0% |
| 7D | +5.2% | +0.9% | +4.3% | +4.6% |
| 30D | +6.9% | +3.1% | +3.9% | +5.1% |
| 3M | -26.8% | -12.6% | -14.3% | -20.4% |
| 6M | -46.1% | -12.4% | -33.7% | -41.6% |
| YTD | -65.9% | -13.2% | -52.8% | -63.4% |
| 1Y | -71.8% | +1.8% | -73.7% | -72.8% |
| 3Y | -83.3% | +58.0% | -141.3% | -89.0% |
| All | -85.4% | -9.5% | -75.9% | -84.7% |
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