-46.1%
TTD vs ALLY
-12.1%
-34.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +2.3% |
| 7D | +5.2% | +0.9% | +4.3% | +4.3% |
| 30D | +6.9% | +3.1% | +3.9% | +4.5% |
| 3M | -26.8% | -12.6% | -14.3% | -19.4% |
| 6M | -46.1% | -12.4% | -33.7% | -40.2% |
| All | -46.1% | -12.1% | -34.1% | -40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling