+133.8%
ADI vs TD
+101.4%
+32.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.7% |
| 7D | +9.5% | +1.1% | +8.4% | +8.8% |
| 30D | -1.4% | +5.2% | -6.6% | -4.3% |
| 3M | +4.7% | +1.2% | +3.5% | +4.1% |
| 6M | -7.4% | +17.7% | -25.2% | -16.6% |
| YTD | +48.1% | +34.2% | +13.8% | +22.6% |
| 1Y | +69.6% | +55.4% | +14.2% | +27.8% |
| 3Y | +144.4% | +130.4% | +14.0% | +41.0% |
| All | +133.8% | +101.4% | +32.4% | +49.8% |
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