+29.2%
ALL vs TD
+59.9%
-30.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | -0.1% |
| 7D | -2.2% | -1.9% | -0.3% | -2.5% |
| 30D | -5.6% | -1.6% | -4.0% | -5.7% |
| 3M | +17.2% | +4.6% | +12.6% | +17.5% |
| 6M | +23.2% | +26.8% | -3.6% | +24.2% |
| YTD | +23.6% | +28.3% | -4.7% | +24.5% |
| All | +29.2% | +59.9% | -30.7% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling