+2,167.1%
ALL vs TD
+8,106.9%
-5,939.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.2% |
| 7D | -3.9% | -0.6% | -3.2% | -3.6% |
| 30D | +10.6% | +7.9% | +2.7% | +6.3% |
| 3M | -4.6% | +3.1% | -7.7% | -6.3% |
| 6M | +20.2% | +17.2% | +3.0% | +9.6% |
| YTD | +23.7% | +34.7% | -11.0% | +4.4% |
| 1Y | +27.9% | +56.9% | -29.0% | -0.6% |
| 3Y | +109.2% | +134.7% | -25.6% | +28.4% |
| 5Y | +148.0% | +104.8% | +43.2% | +62.1% |
| 10Y | +363.8% | +305.8% | +57.9% | +106.1% |
| All | +2,167.1% | +8,106.9% | -5,939.8% | +198.0% |
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