+153.7%
ALL vs TD
+128.4%
+25.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.3% |
| 7D | -1.7% | +0.9% | -2.6% | -1.8% |
| 30D | -4.7% | -0.7% | -4.0% | -4.6% |
| 3M | +18.4% | +6.3% | +12.1% | +17.3% |
| 6M | +20.5% | +27.9% | -7.4% | +16.3% |
| YTD | +23.5% | +29.8% | -6.3% | +18.8% |
| 1Y | +29.0% | +63.7% | -34.7% | +19.0% |
| 3Y | +153.7% | +128.3% | +25.4% | +117.2% |
| All | +153.7% | +128.4% | +25.3% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling