+2,218.7%
ALL vs TD
+7,879.0%
-5,660.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -0.6% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -1.5% | +0.4% | -1.9% | -1.8% |
| 3M | +23.6% | +7.6% | +16.0% | +18.2% |
| 6M | +22.3% | +25.0% | -2.7% | +7.8% |
| YTD | +26.5% | +31.0% | -4.5% | +8.5% |
| 1Y | +27.0% | +65.2% | -38.2% | -4.0% |
| 3Y | +149.6% | +122.5% | +27.1% | +57.6% |
| 5Y | +118.1% | +124.8% | -6.7% | +35.5% |
| 10Y | +369.0% | +298.2% | +70.7% | +110.7% |
| All | +2,218.7% | +7,879.0% | -5,660.3% | +209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling