+75.9%
AG vs TD
+120.6%
-44.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +3.0% |
| 7D | -0.1% | -1.9% | +1.8% | +1.5% |
| 30D | +12.5% | -1.6% | +14.1% | +13.7% |
| 3M | +28.2% | +4.6% | +23.5% | +23.0% |
| 6M | -18.8% | +26.8% | -45.7% | -33.3% |
| YTD | +27.4% | +28.3% | -0.9% | +4.3% |
| 1Y | +132.2% | +60.4% | +71.7% | +60.7% |
| 3Y | +286.9% | +125.7% | +161.1% | +107.2% |
| All | +75.9% | +120.6% | -44.7% | +0.5% |
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