+31.8%
A vs TD
+128.4%
-96.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.3% |
| 7D | -2.1% | +0.9% | -2.9% | -2.4% |
| 30D | +0.6% | -0.7% | +1.3% | +0.7% |
| 3M | +10.9% | +6.3% | +4.6% | +7.3% |
| 6M | +28.2% | +27.9% | +0.2% | +13.6% |
| YTD | +8.6% | +29.8% | -21.2% | -4.6% |
| 1Y | +15.5% | +63.7% | -48.1% | -9.5% |
| 3Y | +31.8% | +128.3% | -96.5% | -13.6% |
| All | +31.8% | +128.4% | -96.6% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling