+148.0%
ALL vs TD
+105.4%
+42.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | -3.9% | -0.6% | -3.2% | -3.7% |
| 30D | +10.6% | +7.9% | +2.7% | +7.9% |
| 3M | -4.6% | +3.1% | -7.7% | -5.6% |
| 6M | +20.2% | +17.2% | +3.0% | +13.1% |
| YTD | +23.7% | +34.7% | -11.0% | +10.1% |
| 1Y | +27.9% | +56.9% | -29.0% | +7.0% |
| 3Y | +109.2% | +134.7% | -25.6% | +44.7% |
| 5Y | +148.0% | +104.8% | +43.2% | +80.4% |
| All | +148.0% | +105.4% | +42.6% | +80.4% |
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