+88.6%
AG vs TD
+60.9%
+27.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.8% |
| 7D | -6.7% | -0.5% | -6.2% | -6.2% |
| 30D | +2.2% | -1.9% | +4.1% | +4.4% |
| 3M | +15.7% | +4.8% | +10.9% | +6.5% |
| 6M | -23.8% | +28.0% | -51.8% | -47.9% |
| YTD | +17.6% | +30.3% | -12.7% | -20.8% |
| 1Y | +88.6% | +59.8% | +28.9% | -3.9% |
| All | +88.6% | +60.9% | +27.7% | -3.9% |
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 2025-09-11 to 2026-09-11: 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling