+14.3%
A vs TD
+101.4%
-87.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | -0.5% | +1.1% | -1.6% | -1.0% |
| 30D | 0.0% | +5.2% | -5.2% | -2.4% |
| 3M | +16.7% | +1.2% | +15.5% | +15.8% |
| 6M | +54.8% | +17.7% | +37.1% | +41.9% |
| YTD | +28.8% | +34.2% | -5.4% | +10.1% |
| 1Y | +19.3% | +55.4% | -36.1% | -5.6% |
| 3Y | +65.5% | +130.4% | -64.9% | +5.0% |
| All | +14.3% | +101.4% | -87.1% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling