+238.4%
A vs TD
+303.5%
-65.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.6% |
| 7D | -4.6% | -2.6% | -2.0% | -3.3% |
| 30D | -4.3% | -1.0% | -3.2% | -3.9% |
| 3M | +8.9% | +5.6% | +3.3% | +5.5% |
| 6M | +24.5% | +27.1% | -2.6% | +9.5% |
| YTD | +5.8% | +29.4% | -23.6% | -8.0% |
| 1Y | +16.2% | +60.7% | -44.5% | -9.9% |
| 3Y | +28.5% | +127.6% | -99.2% | -18.1% |
| 5Y | -16.3% | +125.4% | -141.7% | -47.0% |
| All | +238.4% | +303.5% | -65.1% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling