+561.6%
A vs TD
+2,706.4%
-2,144.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | +0.7% | +0.6% | +0.1% | +0.4% |
| 30D | +0.8% | +5.0% | -4.1% | -2.1% |
| 3M | +16.9% | +1.1% | +15.8% | +15.8% |
| 6M | +53.8% | +16.5% | +37.3% | +39.1% |
| YTD | +28.1% | +34.3% | -6.2% | +5.7% |
| 1Y | +15.0% | +52.9% | -37.8% | -12.6% |
| 3Y | +63.1% | +132.2% | -69.1% | -5.9% |
| 5Y | +11.5% | +101.9% | -90.4% | -30.9% |
| 10Y | +303.2% | +302.0% | +1.2% | +52.2% |
| All | +561.6% | +2,706.4% | -2,144.8% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling