-27.6%
AR vs TD
+363.6%
-391.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +3.3% |
| 7D | -5.8% | -0.7% | -5.1% | -5.4% |
| 30D | +4.8% | +7.6% | -2.8% | -2.1% |
| 3M | +1.5% | +3.0% | -1.5% | -2.2% |
| 6M | +4.7% | +16.8% | -12.1% | -10.9% |
| YTD | +9.2% | +34.3% | -25.1% | -19.9% |
| 1Y | +11.2% | +56.0% | -44.8% | -29.4% |
| 3Y | +46.2% | +132.4% | -86.1% | -38.8% |
| 5Y | +98.1% | +103.7% | -5.6% | -5.6% |
| 10Y | +54.5% | +299.2% | -244.6% | -60.1% |
| All | -27.6% | +363.6% | -391.2% | -81.8% |
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