+61.6%
AA vs TD
+8,077.8%
-8,016.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | +5.3% | +0.6% | +4.7% | +4.9% |
| 30D | -2.3% | +5.0% | -7.2% | -5.9% |
| 3M | -20.8% | +1.1% | -21.9% | -21.8% |
| 6M | -39.8% | +16.5% | -56.3% | -47.0% |
| YTD | -23.3% | +34.3% | -57.6% | -39.8% |
| 1Y | +1.8% | +52.9% | -51.0% | -27.9% |
| 3Y | +69.5% | +132.2% | -62.7% | -14.1% |
| 5Y | -18.0% | +101.9% | -119.8% | -52.1% |
| 10Y | +45.7% | +302.0% | -256.3% | -44.4% |
| All | +61.6% | +8,077.8% | -8,016.2% | -79.5% |
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 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