+143.7%
AR vs TD
+123.1%
+20.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.9% |
| 7D | -1.2% | -1.9% | +0.7% | +0.1% |
| 30D | +5.5% | -1.6% | +7.1% | +6.4% |
| 3M | +12.9% | +4.6% | +8.3% | +8.5% |
| 6M | +0.1% | +26.8% | -26.7% | -17.5% |
| YTD | +13.5% | +28.3% | -14.8% | -7.9% |
| 1Y | +21.6% | +60.4% | -38.9% | -18.4% |
| 3Y | +46.0% | +125.7% | -79.7% | -30.6% |
| 5Y | +143.7% | +122.4% | +21.4% | -12.4% |
| All | +143.7% | +123.1% | +20.7% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling