+133.5%
ADI vs TD
+120.6%
+13.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +1.2% |
| 7D | +2.6% | -1.9% | +4.5% | +3.9% |
| 30D | -4.6% | -1.6% | -3.0% | -3.7% |
| 3M | -9.5% | +4.6% | -14.1% | -12.2% |
| 6M | +14.8% | +26.8% | -12.0% | -1.4% |
| YTD | +35.8% | +28.3% | +7.5% | +15.5% |
| 1Y | +48.9% | +60.4% | -11.5% | +9.7% |
| 3Y | +115.6% | +125.7% | -10.2% | +25.6% |
| All | +133.5% | +120.6% | +13.0% | +40.8% |
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