-60.9%
ADBE vs TD
+125.7%
-186.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | -5.4% | -0.5% | -4.8% | -5.2% |
| 30D | -2.5% | -1.9% | -0.6% | -1.9% |
| 3M | +15.3% | +4.8% | +10.5% | +12.7% |
| 6M | -7.8% | +28.0% | -35.8% | -17.7% |
| YTD | -27.9% | +30.3% | -58.2% | -36.3% |
| 1Y | -28.0% | +59.8% | -87.8% | -42.2% |
| 3Y | -55.3% | +124.7% | -180.0% | -69.9% |
| All | -60.9% | +125.7% | -186.6% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling