+41.6%
AA vs TD
+300.0%
-258.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | +0.5% | +1.1% | -0.6% | -0.7% |
| 30D | -0.6% | +5.2% | -5.8% | -6.5% |
| 3M | -19.7% | +1.2% | -20.9% | -21.4% |
| 6M | -41.6% | +17.7% | -59.3% | -52.8% |
| YTD | -24.6% | +34.2% | -58.9% | -48.3% |
| 1Y | +4.9% | +55.4% | -50.6% | -40.1% |
| 3Y | +66.8% | +130.4% | -63.6% | -42.7% |
| 5Y | -19.4% | +101.8% | -121.2% | -66.6% |
| All | +41.6% | +300.0% | -258.5% | -69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling