+384.5%
ALAB vs TD
+119.7%
+264.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.2% | +5.0% |
| 7D | +9.6% | -1.9% | +11.6% | +11.3% |
| 30D | -5.3% | -1.6% | -3.7% | -3.9% |
| 3M | -12.0% | +4.6% | -16.7% | -15.5% |
| 6M | +145.7% | +26.8% | +118.9% | +104.0% |
| YTD | +80.7% | +28.3% | +52.3% | +50.0% |
| 1Y | +40.1% | +60.4% | -20.3% | +2.1% |
| All | +384.5% | +119.7% | +264.8% | +182.0% |
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