+2,048.6%
AON vs TD
+7,715.7%
-5,667.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.1% |
| 7D | -7.9% | -1.9% | -6.0% | -7.2% |
| 30D | -14.6% | -1.6% | -13.0% | -14.2% |
| 3M | -7.9% | +4.6% | -12.5% | -9.7% |
| 6M | -8.0% | +26.8% | -34.8% | -16.3% |
| YTD | -13.2% | +28.3% | -41.6% | -21.6% |
| 1Y | -16.4% | +60.4% | -76.9% | -30.7% |
| 3Y | -6.7% | +125.7% | -132.4% | -32.8% |
| 5Y | +8.0% | +122.4% | -114.3% | -22.6% |
| 10Y | +205.6% | +297.1% | -91.5% | +72.9% |
| All | +2,048.6% | +7,715.7% | -5,667.0% | +330.0% |
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