-15.4%
A vs TD
+123.1%
-138.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | -4.4% | -1.9% | -2.5% | -3.5% |
| 30D | -2.7% | -1.6% | -1.1% | -2.1% |
| 3M | +7.0% | +4.6% | +2.4% | +4.2% |
| 6M | +24.6% | +26.8% | -2.2% | +10.1% |
| YTD | +7.0% | +28.3% | -21.3% | -6.2% |
| 1Y | +15.6% | +60.4% | -44.9% | -9.7% |
| 3Y | +29.9% | +125.7% | -95.8% | -16.1% |
| 5Y | -15.4% | +122.4% | -137.7% | -41.0% |
| All | -15.4% | +123.1% | -138.5% | -41.0% |
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