+19.1%
AR vs TD
+59.9%
-40.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | -0.3% |
| 7D | -1.2% | -1.9% | +0.7% | -1.8% |
| 30D | +5.5% | -1.6% | +7.1% | +5.1% |
| 3M | +12.9% | +4.6% | +8.3% | +15.0% |
| 6M | +0.1% | +26.8% | -26.7% | +7.0% |
| YTD | +13.5% | +28.3% | -14.8% | +20.0% |
| All | +19.1% | +59.9% | -40.9% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling