+651.5%
ADI vs TD
+306.3%
+345.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.4% |
| 7D | +4.6% | -0.5% | +5.1% | +4.9% |
| 30D | -1.2% | -1.9% | +0.7% | 0.0% |
| 3M | -7.8% | +4.8% | -12.6% | -10.8% |
| 6M | +19.3% | +28.0% | -8.6% | +0.9% |
| YTD | +40.9% | +30.3% | +10.6% | +17.5% |
| 1Y | +54.5% | +59.8% | -5.3% | +12.1% |
| 3Y | +123.4% | +124.7% | -1.3% | +26.8% |
| 5Y | +142.3% | +127.0% | +15.3% | +35.1% |
| All | +651.5% | +306.3% | +345.2% | +196.6% |
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