+2,242.0%
ALL vs TD
+8,109.5%
-5,867.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | -2.6% | -3.1% | +0.5% | -1.0% |
| 30D | +12.7% | +6.7% | +6.0% | +8.9% |
| 3M | +0.4% | +3.1% | -2.7% | -1.5% |
| 6M | +23.8% | +17.6% | +6.2% | +12.7% |
| YTD | +27.8% | +34.8% | -7.0% | +7.8% |
| 1Y | +28.9% | +55.6% | -26.7% | +0.6% |
| 3Y | +113.9% | +133.1% | -19.3% | +31.8% |
| 5Y | +157.4% | +104.7% | +52.7% | +68.3% |
| 10Y | +369.0% | +303.6% | +65.4% | +109.1% |
| All | +2,242.0% | +8,109.5% | -5,867.5% | +207.8% |
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 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