+4.9%
AA vs TD
+52.8%
-47.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | +0.5% | +1.1% | -0.6% | -0.2% |
| 30D | -0.6% | +5.2% | -5.8% | -3.9% |
| 3M | -19.7% | +1.2% | -20.9% | -20.2% |
| 6M | -41.6% | +17.7% | -59.3% | -49.8% |
| YTD | -24.6% | +34.2% | -58.9% | -44.1% |
| 1Y | +4.9% | +55.4% | -50.6% | -27.2% |
| All | +4.9% | +52.8% | -47.9% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling