+358.7%
ALAB vs TD
+121.6%
+237.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.2% | -6.0% |
| 7D | +0.6% | -2.6% | +3.2% | +2.7% |
| 30D | -8.8% | -1.0% | -7.8% | -8.0% |
| 3M | -14.0% | +5.6% | -19.6% | -18.1% |
| 6M | +144.3% | +27.1% | +117.2% | +102.1% |
| YTD | +71.0% | +29.4% | +41.6% | +41.0% |
| 1Y | +23.5% | +60.7% | -37.2% | -10.4% |
| All | +358.7% | +121.6% | +237.1% | +165.0% |
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 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