+99.2%
AA vs TD
+7,879.0%
-7,779.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.8% | -1.0% |
| 7D | -0.7% | +0.3% | -1.0% | -1.0% |
| 30D | +5.0% | +0.4% | +4.6% | +4.5% |
| 3M | -35.8% | +7.6% | -43.5% | -39.7% |
| 6M | -18.4% | +25.0% | -43.4% | -32.1% |
| YTD | -5.5% | +31.0% | -36.5% | -24.1% |
| 1Y | +61.0% | +65.2% | -4.2% | +7.3% |
| 3Y | +66.2% | +122.5% | -56.3% | -12.4% |
| 5Y | +11.4% | +124.8% | -113.4% | -39.9% |
| 10Y | +116.9% | +298.2% | -181.3% | -16.2% |
| All | +99.2% | +7,879.0% | -7,779.8% | -74.1% |
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