-44.0%
ACHR vs TD
+168.0%
-212.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.7% |
| 7D | -2.3% | -0.5% | -1.7% | -1.7% |
| 30D | -11.3% | -1.9% | -9.4% | -9.8% |
| 3M | +5.3% | +4.8% | +0.5% | -0.8% |
| 6M | -13.2% | +28.0% | -41.2% | -33.1% |
| YTD | -25.8% | +30.3% | -56.1% | -43.7% |
| 1Y | -34.3% | +59.8% | -94.0% | -59.1% |
| 3Y | -19.9% | +124.7% | -144.6% | -64.7% |
| 5Y | -42.7% | +127.0% | -169.6% | -71.4% |
| All | -44.0% | +168.0% | -212.1% | -71.6% |
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