+476.0%
A vs TD
+2,638.2%
-2,162.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +1.4% |
| 7D | -1.9% | +0.3% | -2.3% | -2.2% |
| 30D | +6.9% | +0.4% | +6.5% | +6.4% |
| 3M | +9.2% | +7.6% | +1.6% | +3.9% |
| 6M | +25.7% | +25.0% | +0.7% | +8.8% |
| YTD | +11.5% | +31.0% | -19.5% | -6.4% |
| 1Y | +18.4% | +65.2% | -46.8% | -14.2% |
| 3Y | +26.6% | +122.5% | -95.9% | -24.9% |
| 5Y | -12.8% | +124.8% | -137.6% | -49.6% |
| 10Y | +247.2% | +298.2% | -51.0% | +31.9% |
| All | +476.0% | +2,638.2% | -2,162.2% | -31.3% |
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